-9.8%
IGV vs EW
+8.2%
-18.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -5.4% | -3.4% | -2.0% | -4.6% |
| 30D | -2.6% | -7.4% | +4.7% | -0.9% |
| 3M | +10.5% | +0.9% | +9.6% | +10.1% |
| 6M | +18.2% | +1.2% | +17.0% | +16.8% |
| YTD | -4.2% | +1.8% | -6.0% | -4.7% |
| 1Y | -9.8% | +10.8% | -20.7% | -11.0% |
| All | -9.8% | +8.2% | -18.0% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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