+38.8%
IGV vs EWT
+157.5%
-118.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.3% | +9.1% | -6.8% | -1.8% |
| 30D | -6.0% | -12.2% | +6.2% | -0.6% |
| 3M | -4.8% | -9.4% | +4.6% | -1.1% |
| 6M | +14.2% | +2.7% | +11.6% | +9.3% |
| YTD | -4.2% | +53.3% | -57.5% | -28.9% |
| 1Y | -5.3% | +59.2% | -64.4% | -31.5% |
| 3Y | +38.8% | +157.1% | -118.3% | -28.6% |
| All | +38.8% | +157.5% | -118.7% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling