+39.1%
IGV vs EXE
+19.2%
+19.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | +2.5% | +2.9% | -0.4% | +2.0% |
| 30D | -8.6% | -4.9% | -3.6% | -7.9% |
| 3M | -1.6% | -8.3% | +6.7% | -0.3% |
| 6M | +13.4% | -7.8% | +21.3% | +14.7% |
| YTD | -4.0% | -19.0% | +15.0% | -0.9% |
| 1Y | -7.6% | -24.8% | +17.2% | -3.0% |
| All | +39.1% | +19.2% | +19.9% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling