+39.1%
IGV vs EXPD
+76.1%
-36.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | +2.5% | +3.6% | -1.1% | +1.6% |
| 30D | -8.6% | +0.3% | -8.9% | -8.7% |
| 3M | -1.6% | +6.1% | -7.7% | -2.9% |
| 6M | +13.4% | +27.4% | -13.9% | +7.3% |
| YTD | -4.0% | +32.0% | -36.0% | -10.5% |
| 1Y | -7.6% | +40.5% | -48.2% | -15.4% |
| All | +39.1% | +76.1% | -36.9% | +15.2% |
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