+236.3%
IGV vs SE
+355.3%
-119.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.7% |
| 7D | -1.3% | -7.7% | +6.4% | +0.5% |
| 30D | -8.1% | -22.8% | +14.7% | -2.9% |
| 3M | -1.6% | -43.7% | +42.1% | +11.4% |
| 6M | +12.7% | -12.8% | +25.6% | +14.5% |
| YTD | -3.3% | -42.0% | +38.7% | +6.8% |
| 1Y | -7.9% | -48.0% | +40.1% | +4.1% |
| 3Y | +40.3% | +62.7% | -22.3% | +17.2% |
| 5Y | +17.3% | -77.8% | +95.1% | +39.3% |
| All | +236.3% | +355.3% | -119.0% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling