+14.2%
IGV vs ESI
-25.4%
+39.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | +2.3% | +5.5% | -3.2% | +2.0% |
| 30D | -6.0% | -7.8% | +1.8% | -5.9% |
| 3M | -4.8% | -15.0% | +10.2% | -4.8% |
| 6M | +14.2% | -24.9% | +39.1% | +12.1% |
| All | +14.2% | -25.4% | +39.6% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling