+446.3%
IVV vs ESI
+224.6%
+221.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.1% |
| 7D | +0.1% | +3.3% | -3.2% | -0.7% |
| 30D | +0.1% | -5.9% | +5.9% | +1.4% |
| 3M | +2.0% | -14.1% | +16.1% | +5.0% |
| 6M | +13.0% | +6.6% | +6.5% | +9.5% |
| YTD | +13.6% | +45.0% | -31.4% | +1.6% |
| 1Y | +20.1% | +41.5% | -21.4% | +7.7% |
| 3Y | +77.6% | +78.8% | -1.2% | +48.2% |
| 5Y | +82.5% | +70.9% | +11.6% | +52.0% |
| 10Y | +316.5% | +317.1% | -0.5% | +179.2% |
| All | +446.3% | +224.6% | +221.7% | +289.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling