+244.0%
IGV vs SE
+589.8%
-345.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -4.5% | -6.1% | +1.6% | -3.2% |
| 30D | +3.2% | -2.5% | +5.7% | +3.3% |
| 3M | +4.5% | +21.7% | -17.2% | -0.8% |
| 6M | +22.1% | +27.0% | -4.9% | +14.0% |
| YTD | -1.0% | -12.1% | +11.1% | -0.2% |
| 1Y | -2.1% | -40.9% | +38.8% | +7.7% |
| 3Y | +44.6% | +191.0% | -146.4% | +5.5% |
| 5Y | +22.2% | -68.3% | +90.4% | +34.0% |
| All | +244.0% | +589.8% | -345.8% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling