+973.2%
IGV vs EXC
+377.6%
+595.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.8% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | +3.2% | -3.7% | +6.9% | +4.6% |
| 3M | +4.5% | -1.3% | +5.8% | +4.6% |
| 6M | +22.1% | -9.7% | +31.8% | +25.8% |
| YTD | -1.0% | +2.9% | -3.9% | -3.2% |
| 1Y | -2.1% | +4.4% | -6.5% | -5.1% |
| 3Y | +44.6% | +22.2% | +22.4% | +28.6% |
| 5Y | +22.2% | +46.7% | -24.6% | -0.3% |
| 10Y | +364.7% | +155.3% | +209.4% | +192.6% |
| All | +973.2% | +377.6% | +595.6% | +348.1% |
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