-9.8%
IGV vs EXPE
+28.4%
-38.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -5.4% | -8.7% | +3.3% | -3.6% |
| 30D | -2.6% | -13.6% | +11.0% | +0.1% |
| 3M | +10.5% | +26.6% | -16.1% | +4.0% |
| 6M | +18.2% | +19.9% | -1.8% | +12.3% |
| YTD | -4.2% | -1.7% | -2.5% | -7.2% |
| 1Y | -9.8% | +29.4% | -39.3% | -15.3% |
| All | -9.8% | +28.4% | -38.2% | -15.3% |
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