+22.0%
IGV vs EXPE
+89.5%
-67.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.9% | +6.1% | +0.4% |
| 7D | -3.3% | -9.8% | +6.4% | -0.5% |
| 30D | 0.0% | -11.5% | +11.5% | +3.1% |
| 3M | +7.3% | +21.7% | -14.4% | +0.5% |
| 6M | +16.7% | +10.4% | +6.3% | +12.0% |
| YTD | -2.8% | -2.5% | -0.3% | -4.3% |
| 1Y | -6.7% | +27.3% | -34.0% | -16.0% |
| 3Y | +41.1% | +153.5% | -112.4% | -2.3% |
| 5Y | +22.0% | +91.1% | -69.1% | -10.9% |
| All | +22.0% | +89.5% | -67.5% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling