+38.8%
IGV vs ESI
+79.1%
-40.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | +2.3% | +5.5% | -3.2% | +1.0% |
| 30D | -6.0% | -7.8% | +1.8% | -4.4% |
| 3M | -4.8% | -15.0% | +10.2% | -1.4% |
| 6M | +14.2% | -24.9% | +39.1% | +20.6% |
| YTD | -4.2% | +33.2% | -37.5% | -19.7% |
| 1Y | -5.3% | +24.9% | -30.2% | -18.6% |
| 3Y | +38.8% | +77.8% | -39.0% | -1.0% |
| All | +38.8% | +79.1% | -40.3% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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