+440.2%
IVV vs ESI
+207.0%
+233.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +0.3% |
| 7D | -0.9% | +1.8% | -2.7% | -1.4% |
| 30D | -2.3% | -6.6% | +4.2% | -1.0% |
| 3M | -1.2% | -9.4% | +8.2% | +0.6% |
| 6M | +3.3% | -24.1% | +27.4% | +8.9% |
| YTD | +12.3% | +37.1% | -24.8% | +1.4% |
| 1Y | +12.5% | +24.5% | -12.0% | +3.8% |
| 3Y | +79.2% | +83.2% | -4.0% | +48.1% |
| 5Y | +75.6% | +44.0% | +31.7% | +51.5% |
| 10Y | +313.4% | +332.8% | -19.5% | +177.0% |
| All | +440.2% | +207.0% | +233.3% | +288.6% |
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