+22.0%
IGV vs EW
-28.5%
+50.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.6% |
| 7D | -3.3% | -4.4% | +1.1% | -1.9% |
| 30D | 0.0% | -3.3% | +3.3% | +1.0% |
| 3M | +7.3% | +1.0% | +6.3% | +6.8% |
| 6M | +16.7% | +6.2% | +10.5% | +14.0% |
| YTD | -2.8% | +1.7% | -4.6% | -4.0% |
| 1Y | -6.7% | +8.1% | -14.8% | -9.9% |
| 3Y | +41.1% | +17.1% | +24.0% | +23.1% |
| 5Y | +22.0% | -29.4% | +51.3% | +37.1% |
| All | +22.0% | -28.5% | +50.5% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling