+14.5%
IGV vs EXE
+73.6%
-59.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | +2.5% | +2.9% | -0.4% | +1.9% |
| 30D | -8.6% | -4.9% | -3.6% | -7.8% |
| 3M | -1.6% | -8.3% | +6.7% | -0.2% |
| 6M | +13.4% | -7.8% | +21.3% | +14.8% |
| YTD | -4.0% | -19.0% | +15.0% | -0.9% |
| 1Y | -7.6% | -24.8% | +17.2% | -3.2% |
| 3Y | +39.3% | +20.8% | +18.5% | +31.2% |
| 5Y | +14.5% | +76.2% | -61.7% | +0.2% |
| All | +14.5% | +73.6% | -59.1% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling