+232.9%
IGV vs SE
+562.7%
-329.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -5.4% | -4.8% | -0.6% | -4.3% |
| 30D | -2.6% | -18.1% | +15.5% | +1.7% |
| 3M | +10.5% | +30.6% | -20.1% | +3.2% |
| 6M | +18.2% | +20.8% | -2.6% | +11.6% |
| YTD | -4.2% | -15.6% | +11.4% | -2.5% |
| 1Y | -9.8% | -44.2% | +34.4% | +0.5% |
| 3Y | +39.1% | +181.5% | -142.4% | +2.3% |
| 5Y | +21.2% | -66.9% | +88.1% | +31.7% |
| All | +232.9% | +562.7% | -329.8% | +84.7% |
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