-7.5%
IGV vs SE
-48.0%
+40.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.2% |
| 7D | -7.5% | +6.7% | -14.1% | -8.4% |
| 30D | -5.6% | -17.2% | +11.6% | -2.9% |
| 3M | +1.5% | -28.0% | +29.6% | +6.1% |
| 6M | +17.1% | -6.1% | +23.2% | +16.7% |
| YTD | -2.0% | -37.1% | +35.1% | +4.6% |
| 1Y | -7.5% | -48.8% | +41.2% | +2.6% |
| All | -7.5% | -48.0% | +40.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling