+973.2%
IGV vs EW
+4,011.3%
-3,038.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | +3.2% | +1.0% | +2.2% | +2.8% |
| 3M | +4.5% | +2.8% | +1.7% | +3.4% |
| 6M | +22.1% | +5.5% | +16.6% | +19.5% |
| YTD | -1.0% | +5.5% | -6.5% | -3.4% |
| 1Y | -2.1% | +11.0% | -13.1% | -6.4% |
| 3Y | +44.6% | +17.7% | +26.9% | +29.4% |
| 5Y | +22.2% | -25.7% | +47.9% | +26.7% |
| 10Y | +364.7% | +132.8% | +231.9% | +223.3% |
| All | +973.2% | +4,011.3% | -3,038.1% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling