+357.9%
IGV vs ACWI
+226.0%
+132.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.3% |
| 7D | -3.3% | +1.1% | -4.4% | -4.5% |
| 30D | 0.0% | -0.2% | +0.2% | +0.3% |
| 3M | +7.3% | +4.7% | +2.7% | +1.4% |
| 6M | +16.7% | +14.5% | +2.3% | -1.6% |
| YTD | -2.8% | +14.6% | -17.5% | -18.2% |
| 1Y | -6.7% | +21.4% | -28.1% | -26.8% |
| 3Y | +41.1% | +77.6% | -36.5% | -29.7% |
| 5Y | +22.0% | +68.1% | -46.1% | -33.8% |
| 10Y | +357.9% | +226.1% | +131.8% | +16.7% |
| All | +357.9% | +226.0% | +132.0% | +16.7% |
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