+363.6%
IGV vs EXEL
+320.7%
+42.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +2.3% | -0.8% | +3.2% | +2.5% |
| 30D | -6.0% | +13.1% | -19.1% | -8.1% |
| 3M | -4.8% | +36.3% | -41.1% | -10.3% |
| 6M | +14.2% | +34.5% | -20.3% | +7.6% |
| YTD | -4.2% | +57.4% | -61.7% | -12.9% |
| 1Y | -5.3% | +62.9% | -68.2% | -14.5% |
| 3Y | +38.8% | +229.5% | -190.7% | +5.4% |
| 5Y | +14.2% | +281.2% | -267.0% | -16.8% |
| All | +363.6% | +320.7% | +42.9% | +219.6% |
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