+354.8%
IGV vs ACWI
+226.8%
+127.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | -0.6% |
| 7D | -0.4% | +0.3% | -0.8% | -0.8% |
| 30D | -9.9% | -2.8% | -7.1% | -6.7% |
| 3M | -1.2% | -3.2% | +2.0% | +2.8% |
| 6M | +11.3% | +1.3% | +10.1% | +9.5% |
| YTD | -4.0% | +11.2% | -15.2% | -16.2% |
| 1Y | -7.3% | +13.8% | -21.1% | -21.3% |
| 3Y | +42.8% | +76.2% | -33.4% | -28.3% |
| 5Y | +13.7% | +59.5% | -45.8% | -34.4% |
| 10Y | +354.8% | +222.2% | +132.6% | +13.3% |
| All | +354.8% | +226.8% | +127.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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