+595.6%
IGV vs ESI
+224.6%
+371.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.2% | -3.0% |
| 7D | -4.5% | +3.3% | -7.8% | -5.3% |
| 30D | +3.2% | -5.9% | +9.1% | +4.7% |
| 3M | +4.5% | -14.1% | +18.6% | +7.6% |
| 6M | +22.1% | +6.6% | +15.5% | +17.0% |
| YTD | -1.0% | +45.0% | -46.1% | -13.4% |
| 1Y | -2.1% | +41.5% | -43.6% | -14.0% |
| 3Y | +44.6% | +78.8% | -34.2% | +17.5% |
| 5Y | +22.2% | +70.9% | -48.7% | -0.3% |
| 10Y | +364.7% | +317.1% | +47.7% | +199.2% |
| All | +595.6% | +224.6% | +371.0% | +375.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling