+973.2%
IGV vs ES
+725.0%
+248.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | +3.2% | -2.0% | +5.2% | +3.9% |
| 3M | +4.5% | +1.7% | +2.9% | +3.5% |
| 6M | +22.1% | -3.5% | +25.7% | +22.8% |
| YTD | -1.0% | +7.9% | -8.9% | -5.1% |
| 1Y | -2.1% | +17.2% | -19.3% | -9.8% |
| 3Y | +44.6% | +29.3% | +15.3% | +23.6% |
| 5Y | +22.2% | -5.7% | +27.9% | +18.1% |
| 10Y | +364.7% | +85.2% | +279.5% | +207.8% |
| All | +973.2% | +725.0% | +248.2% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling