+15.7%
IGV vs SE
-77.3%
+93.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -11.0% | -19.4% | +8.4% | -6.9% |
| 3M | -4.5% | -33.1% | +28.6% | +3.5% |
| 6M | +10.1% | -11.4% | +21.5% | +11.4% |
| YTD | -5.1% | -39.8% | +34.7% | +3.8% |
| 1Y | -10.2% | -50.5% | +40.2% | +2.3% |
| 3Y | +37.7% | +68.9% | -31.1% | +14.9% |
| 5Y | +15.7% | -77.1% | +92.8% | +53.7% |
| All | +15.7% | -77.3% | +93.0% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling