+44.0%
IGV vs EXPD
+69.2%
-25.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -4.5% | -1.1% | -3.4% | -4.2% |
| 30D | +3.2% | +4.1% | -0.9% | +2.3% |
| 3M | +4.5% | +17.9% | -13.4% | +0.5% |
| 6M | +22.1% | +29.2% | -7.1% | +14.6% |
| YTD | -1.0% | +27.4% | -28.4% | -7.3% |
| 1Y | -2.1% | +56.8% | -58.9% | -14.0% |
| All | +44.0% | +69.2% | -25.2% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling