+37.7%
IGV vs EXPE
+126.3%
-88.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | -2.3% | -11.2% | +8.9% | +0.2% |
| 30D | -11.0% | -7.5% | -3.5% | -9.9% |
| 3M | -4.5% | -19.1% | +14.6% | -0.7% |
| 6M | +10.1% | +10.7% | -0.6% | +5.4% |
| YTD | -5.1% | -9.9% | +4.9% | -5.5% |
| 1Y | -10.2% | -4.6% | -5.6% | -12.0% |
| 3Y | +37.7% | +116.8% | -79.1% | +10.2% |
| All | +37.7% | +126.3% | -88.5% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling