+33.1%
IGV vs EXE
+165.2%
-132.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +2.3% | +5.3% | -3.0% | +1.5% |
| 30D | -6.0% | -2.2% | -3.8% | -5.7% |
| 3M | -4.8% | -5.9% | +1.1% | -4.0% |
| 6M | +14.2% | -5.7% | +19.9% | +15.0% |
| YTD | -4.2% | -17.8% | +13.6% | -1.7% |
| 1Y | -5.3% | -23.1% | +17.9% | -1.7% |
| 3Y | +38.8% | +21.2% | +17.6% | +32.1% |
| 5Y | +14.2% | +78.8% | -64.6% | +5.2% |
| All | +33.1% | +165.2% | -132.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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