+15.1%
IGV vs EW
-12.6%
+27.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.3% | +9.3% | -11.5% | -5.1% |
| 30D | -11.0% | +22.1% | -33.0% | -16.7% |
| 3M | -4.5% | +13.0% | -17.5% | -8.5% |
| 6M | +10.1% | +30.1% | -20.0% | +0.5% |
| YTD | -5.1% | +22.0% | -27.1% | -11.8% |
| 1Y | -10.2% | +23.7% | -33.9% | -17.0% |
| 3Y | +37.7% | +62.0% | -24.2% | +5.2% |
| All | +15.1% | -12.6% | +27.7% | +16.2% |
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