+973.2%
IGV vs EXEL
+257.4%
+715.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -4.5% | +8.4% | -12.9% | -5.8% |
| 30D | +3.2% | +4.1% | -0.9% | +2.4% |
| 3M | +4.5% | +12.4% | -7.9% | +2.3% |
| 6M | +22.1% | +41.5% | -19.4% | +14.7% |
| YTD | -1.0% | +34.6% | -35.7% | -6.5% |
| 1Y | -2.1% | +57.9% | -60.0% | -10.2% |
| 3Y | +44.6% | +159.5% | -114.9% | +19.5% |
| 5Y | +22.2% | +198.5% | -176.3% | -2.2% |
| 10Y | +364.7% | +411.4% | -46.6% | +214.2% |
| All | +973.2% | +257.4% | +715.8% | +349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling