+1,935.7%
EWY vs IGV
+951.3%
+984.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.8% |
| 7D | +8.0% | -3.3% | +11.3% | +10.3% |
| 30D | +14.3% | 0.0% | +14.4% | +13.5% |
| 3M | +2.3% | +7.3% | -5.0% | -4.0% |
| 6M | +49.9% | +16.7% | +33.1% | +32.2% |
| YTD | +95.3% | -2.8% | +98.2% | +93.0% |
| 1Y | +161.7% | -6.7% | +168.4% | +165.9% |
| 3Y | +230.2% | +41.1% | +189.0% | +144.3% |
| 5Y | +148.1% | +22.0% | +126.1% | +94.6% |
| 10Y | +293.2% | +357.9% | -64.8% | +5.9% |
| All | +1,935.7% | +951.3% | +984.4% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling