+422.9%
IVV vs ESI
+182.6%
+240.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | -2.7% | -8.5% | +5.8% | -0.7% |
| 30D | -5.4% | -15.7% | +10.3% | -1.7% |
| 3M | -4.1% | -18.2% | +14.2% | +0.1% |
| 6M | +0.7% | -28.8% | +29.6% | +7.8% |
| YTD | +8.7% | +26.3% | -17.5% | +0.1% |
| 1Y | +11.0% | +18.2% | -7.3% | +3.7% |
| 3Y | +75.4% | +68.1% | +7.3% | +48.1% |
| 5Y | +68.3% | +28.8% | +39.6% | +48.9% |
| 10Y | +315.5% | +329.8% | -14.3% | +181.5% |
| All | +422.9% | +182.6% | +240.3% | +283.8% |
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