+41.1%
IGV vs EXC
+21.1%
+20.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.7% |
| 7D | -3.3% | +1.2% | -4.5% | -3.1% |
| 30D | 0.0% | -2.7% | +2.7% | -0.4% |
| 3M | +7.3% | -1.0% | +8.3% | +7.3% |
| 6M | +16.7% | -9.3% | +26.0% | +15.5% |
| YTD | -2.8% | +3.6% | -6.5% | -2.1% |
| 1Y | -6.7% | +5.9% | -12.6% | -5.8% |
| 3Y | +41.1% | +21.3% | +19.8% | +46.6% |
| All | +41.1% | +21.1% | +20.1% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling