+362.3%
IGV vs EXPE
+121.2%
+241.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.3% |
| 7D | -1.3% | -17.8% | +16.5% | +3.5% |
| 30D | -8.1% | -3.2% | -4.9% | -8.0% |
| 3M | -1.6% | -19.0% | +17.3% | +2.6% |
| 6M | +12.7% | +17.7% | -5.0% | +6.2% |
| YTD | -3.3% | -7.8% | +4.5% | -3.9% |
| 1Y | -7.9% | -1.4% | -6.6% | -10.3% |
| 3Y | +40.3% | +121.9% | -81.6% | +6.4% |
| 5Y | +17.3% | +44.3% | -26.9% | -5.2% |
| 10Y | +362.3% | +125.4% | +236.9% | +186.5% |
| All | +362.3% | +121.2% | +241.1% | +186.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling