+37.5%
IGV vs EXE
+191.4%
-153.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -2.0% |
| 7D | -4.5% | -0.3% | -4.2% | -4.5% |
| 30D | +3.2% | +8.5% | -5.2% | +1.9% |
| 3M | +4.5% | +5.5% | -0.9% | +3.5% |
| 6M | +22.1% | -5.9% | +28.0% | +23.0% |
| YTD | -1.0% | -9.7% | +8.7% | +0.1% |
| 1Y | -2.1% | +3.6% | -5.7% | -3.7% |
| 3Y | +44.6% | +18.0% | +26.5% | +38.3% |
| 5Y | +22.2% | +109.4% | -87.3% | +10.7% |
| All | +37.5% | +191.4% | -153.9% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling