+929.7%
IGV vs EXC
+398.3%
+531.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -2.3% | +0.1% | -2.3% | -2.3% |
| 30D | -11.0% | +9.0% | -20.0% | -13.9% |
| 3M | -4.5% | +3.3% | -7.7% | -5.9% |
| 6M | +10.1% | +5.7% | +4.4% | +7.0% |
| YTD | -5.1% | +7.3% | -12.4% | -8.9% |
| 1Y | -10.2% | +2.9% | -13.2% | -12.6% |
| 3Y | +37.7% | +29.3% | +8.4% | +19.8% |
| 5Y | +15.7% | +40.1% | -24.4% | -3.7% |
| 10Y | +357.1% | +197.7% | +159.5% | +170.9% |
| All | +929.7% | +398.3% | +531.4% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling