+21.2%
IGV vs ESI
+74.4%
-53.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -1.5% | +3.9% | -5.5% | -3.0% |
| 30D | -3.0% | -3.8% | +0.8% | -1.8% |
| 3M | +9.6% | -13.1% | +22.7% | +13.3% |
| 6M | +16.1% | +11.3% | +4.8% | +5.5% |
| YTD | -3.6% | +44.1% | -47.7% | -23.6% |
| 1Y | -7.8% | +40.3% | -48.2% | -26.5% |
| 3Y | +40.0% | +84.1% | -44.1% | -7.8% |
| 5Y | +21.2% | +75.8% | -54.6% | -19.2% |
| All | +21.2% | +74.4% | -53.2% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling