+33.1%
IGV vs EXE
+188.3%
-155.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -5.4% | -2.2% | -3.2% | -5.0% |
| 30D | -2.6% | -0.8% | -1.8% | -2.5% |
| 3M | +10.5% | +10.0% | +0.5% | +8.6% |
| 6M | +18.2% | -6.3% | +24.5% | +19.1% |
| YTD | -4.2% | -10.7% | +6.4% | -2.9% |
| 1Y | -9.8% | +2.7% | -12.5% | -11.2% |
| 3Y | +39.1% | +19.1% | +20.0% | +32.9% |
| 5Y | +21.2% | +105.4% | -84.2% | +10.1% |
| All | +33.1% | +188.3% | -155.2% | +16.8% |
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