+356.3%
IGV vs EXEL
+386.3%
-30.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -5.4% | -2.9% | -2.5% | -4.9% |
| 30D | -2.6% | +11.9% | -14.5% | -4.6% |
| 3M | +10.5% | +9.2% | +1.3% | +8.6% |
| 6M | +18.2% | +39.1% | -20.9% | +10.8% |
| YTD | -4.2% | +31.0% | -35.3% | -9.4% |
| 1Y | -9.8% | +52.3% | -62.2% | -17.3% |
| 3Y | +39.1% | +159.7% | -120.6% | +12.4% |
| 5Y | +21.2% | +187.7% | -166.5% | -5.2% |
| All | +356.3% | +386.3% | -30.0% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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