+1,223.6%
IGV vs EXPE
+851.4%
+372.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.8% |
| 7D | -4.5% | -9.5% | +5.0% | -2.0% |
| 30D | +3.2% | -6.6% | +9.8% | +4.8% |
| 3M | +4.5% | +31.4% | -26.9% | -3.4% |
| 6M | +22.1% | +35.2% | -13.1% | +11.4% |
| YTD | -1.0% | +5.8% | -6.8% | -4.3% |
| 1Y | -2.1% | +38.7% | -40.8% | -12.7% |
| 3Y | +44.6% | +175.8% | -131.2% | +3.5% |
| 5Y | +22.2% | +111.8% | -89.7% | -9.6% |
| 10Y | +364.7% | +179.7% | +185.0% | +188.5% |
| All | +1,223.6% | +851.4% | +372.2% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling