+973.2%
IGV vs EXPD
+1,566.4%
-593.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | -4.5% | -1.1% | -3.4% | -4.0% |
| 30D | +3.2% | +4.1% | -0.9% | +1.4% |
| 3M | +4.5% | +17.9% | -13.4% | -3.1% |
| 6M | +22.1% | +29.2% | -7.1% | +8.0% |
| YTD | -1.0% | +27.4% | -28.4% | -12.6% |
| 1Y | -2.1% | +56.8% | -58.9% | -22.0% |
| 3Y | +44.6% | +68.0% | -23.5% | +9.5% |
| 5Y | +22.2% | +61.9% | -39.7% | -7.0% |
| 10Y | +364.7% | +316.0% | +48.7% | +127.4% |
| All | +973.2% | +1,566.4% | -593.3% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling