+73.8%
IVV vs ESI
+40.6%
+33.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | +3.3% | +8.3% | -5.0% | +0.7% |
| 30D | -2.7% | -10.4% | +7.8% | +0.4% |
| 3M | -1.7% | -13.2% | +11.5% | +2.0% |
| 6M | +3.2% | -23.9% | +27.0% | +10.4% |
| YTD | +12.0% | +34.2% | -22.2% | -4.3% |
| 1Y | +12.1% | +22.2% | -10.1% | -0.9% |
| 3Y | +78.6% | +79.2% | -0.6% | +29.1% |
| 5Y | +73.8% | +38.1% | +35.7% | +38.4% |
| All | +73.8% | +40.6% | +33.2% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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