+364.4%
IGV vs EXC
+152.4%
+212.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.5% | +0.3% | -1.9% | -1.6% |
| 30D | -3.0% | -0.9% | -2.2% | -2.8% |
| 3M | +9.6% | -2.7% | +12.3% | +10.2% |
| 6M | +16.1% | -9.4% | +25.5% | +19.1% |
| YTD | -3.6% | +3.0% | -6.7% | -5.6% |
| 1Y | -7.8% | +5.1% | -13.0% | -10.6% |
| 3Y | +40.0% | +20.6% | +19.4% | +26.2% |
| 5Y | +21.2% | +45.7% | -24.5% | -0.6% |
| 10Y | +364.4% | +160.8% | +203.6% | +209.9% |
| All | +364.4% | +152.4% | +212.0% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling