-9.7%
IGV vs EWT
+85.6%
-95.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | -2.9% | -1.1% | -1.8% | -2.6% |
| 30D | -1.5% | +4.5% | -6.0% | -2.8% |
| 3M | +11.7% | +8.3% | +3.4% | +8.1% |
| 6M | +18.4% | +54.2% | -35.8% | -2.7% |
| YTD | -3.9% | +74.6% | -78.5% | -27.4% |
| 1Y | -9.7% | +84.9% | -94.6% | -33.3% |
| All | -9.7% | +85.6% | -95.2% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling