+303.5%
EWY vs IGV
+365.3%
-61.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | -0.1% | -2.9% | +2.8% | +1.5% |
| 30D | +7.3% | -1.5% | +8.8% | +7.7% |
| 3M | -5.1% | +11.7% | -16.8% | -11.4% |
| 6M | +42.1% | +18.4% | +23.6% | +28.2% |
| YTD | +94.1% | -3.9% | +98.0% | +94.7% |
| 1Y | +147.8% | -9.7% | +157.5% | +157.3% |
| 3Y | +222.9% | +38.4% | +184.5% | +159.3% |
| 5Y | +150.6% | +21.6% | +129.0% | +111.1% |
| All | +303.5% | +365.3% | -61.9% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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