+364.4%
IGV vs EXPD
+316.4%
+48.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.4% |
| 7D | -1.5% | +1.2% | -2.7% | -2.1% |
| 30D | -3.0% | +5.2% | -8.2% | -5.3% |
| 3M | +9.6% | +13.2% | -3.6% | +3.3% |
| 6M | +16.1% | +30.3% | -14.2% | +1.9% |
| YTD | -3.6% | +27.0% | -30.7% | -15.3% |
| 1Y | -7.8% | +57.3% | -65.2% | -27.8% |
| 3Y | +40.0% | +70.0% | -30.0% | +2.4% |
| 5Y | +21.2% | +61.6% | -40.4% | -11.0% |
| 10Y | +364.4% | +321.1% | +43.3% | +115.9% |
| All | +364.4% | +316.4% | +48.0% | +115.9% |
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