+914.8%
IGV vs ES
+720.5%
+194.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.9% |
| 7D | -5.2% | +1.9% | -7.1% | -5.9% |
| 30D | -10.0% | +7.1% | -17.0% | -12.5% |
| 3M | -0.5% | -1.9% | +1.4% | -0.2% |
| 6M | +12.6% | +4.4% | +8.3% | +9.8% |
| YTD | -6.4% | +7.3% | -13.7% | -10.4% |
| 1Y | -9.5% | +2.1% | -11.7% | -12.1% |
| 3Y | +41.7% | +41.8% | -0.2% | +16.4% |
| 5Y | +12.7% | +1.4% | +11.2% | +5.2% |
| 10Y | +354.1% | +86.8% | +267.3% | +198.6% |
| All | +914.8% | +720.5% | +194.3% | +198.6% |
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