-2.1%
IGV vs EXPE
+40.7%
-42.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -4.5% | -9.5% | +5.0% | -2.5% |
| 30D | +3.2% | -6.6% | +9.8% | +4.4% |
| 3M | +4.5% | +31.4% | -26.9% | -2.4% |
| 6M | +22.1% | +35.2% | -13.1% | +13.1% |
| YTD | -1.0% | +5.8% | -6.8% | -5.5% |
| 1Y | -2.1% | +38.7% | -40.8% | -8.9% |
| All | -2.1% | +40.7% | -42.8% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling