+356.3%
IGV vs EWT
+512.3%
-156.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +1.1% |
| 7D | -5.4% | -1.1% | -4.3% | -4.7% |
| 30D | -2.6% | +4.8% | -7.4% | -5.8% |
| 3M | +10.5% | +11.1% | -0.6% | +0.6% |
| 6M | +18.2% | +54.6% | -36.5% | -17.3% |
| YTD | -4.2% | +71.4% | -75.7% | -38.6% |
| 1Y | -9.8% | +82.1% | -91.9% | -45.0% |
| 3Y | +39.1% | +193.2% | -154.1% | -43.6% |
| 5Y | +21.2% | +146.1% | -124.9% | -43.4% |
| All | +356.3% | +512.3% | -156.0% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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