+914.8%
IGV vs EXPD
+1,529.5%
-614.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.9% |
| 7D | -5.2% | -7.2% | +2.0% | -2.1% |
| 30D | -10.0% | -3.3% | -6.7% | -8.7% |
| 3M | -0.5% | +3.4% | -3.9% | -2.2% |
| 6M | +12.6% | +22.7% | -10.1% | +2.4% |
| YTD | -6.4% | +24.5% | -31.0% | -16.7% |
| 1Y | -9.5% | +38.6% | -48.2% | -23.4% |
| 3Y | +41.7% | +71.5% | -29.8% | +6.1% |
| 5Y | +12.7% | +56.2% | -43.6% | -12.8% |
| 10Y | +354.1% | +310.5% | +43.6% | +123.2% |
| All | +914.8% | +1,529.5% | -614.7% | +93.5% |
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