+140.0%
EWY vs IGV
-10.4%
+150.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | +1.2% | -5.4% | +6.6% | +3.0% |
| 30D | +9.3% | -2.6% | +11.9% | +10.0% |
| 3M | +2.4% | +10.5% | -8.1% | -1.3% |
| 6M | +40.3% | +18.2% | +22.1% | +33.4% |
| YTD | +88.0% | -4.2% | +92.2% | +98.2% |
| All | +140.0% | -10.4% | +150.4% | +170.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling