+357.1%
IGV vs EXPD
+329.8%
+27.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.3% | -7.4% | +5.1% | +1.2% |
| 30D | -11.0% | -2.1% | -8.9% | -10.2% |
| 3M | -4.5% | +5.7% | -10.1% | -7.1% |
| 6M | +10.1% | +21.4% | -11.3% | +0.2% |
| YTD | -5.1% | +27.6% | -32.7% | -16.9% |
| 1Y | -10.2% | +36.1% | -46.3% | -24.0% |
| 3Y | +37.7% | +69.9% | -32.1% | +0.7% |
| 5Y | +15.7% | +59.7% | -44.0% | -14.4% |
| 10Y | +357.1% | +323.0% | +34.1% | +115.6% |
| All | +357.1% | +329.8% | +27.3% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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