+41.7%
IGV vs ES
+46.3%
-4.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.2% |
| 7D | -5.2% | +1.9% | -7.1% | -5.2% |
| 30D | -10.0% | +7.1% | -17.0% | -9.9% |
| 3M | -0.5% | -1.9% | +1.4% | -0.5% |
| 6M | +12.6% | +4.4% | +8.3% | +12.6% |
| YTD | -6.4% | +7.3% | -13.7% | -6.7% |
| 1Y | -9.5% | +2.1% | -11.7% | -9.6% |
| 3Y | +41.7% | +41.8% | -0.2% | +35.7% |
| All | +41.7% | +46.3% | -4.6% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling