+363.6%
IGV vs EXPE
+123.5%
+240.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | -6.0% | -6.1% | +0.1% | -5.1% |
| 3M | -4.8% | -21.3% | +16.5% | +0.1% |
| 6M | +14.2% | +19.0% | -4.8% | +7.3% |
| YTD | -4.2% | -8.4% | +4.2% | -4.7% |
| 1Y | -5.3% | -2.8% | -2.5% | -7.4% |
| 3Y | +38.8% | +120.8% | -82.0% | +5.4% |
| 5Y | +14.2% | +46.2% | -32.0% | -7.9% |
| All | +363.6% | +123.5% | +240.1% | +186.2% |
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