+38.9%
IGV vs EWT
+200.7%
-161.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.5% | +2.1% | -3.7% | -2.6% |
| 30D | -3.0% | +9.4% | -12.4% | -7.2% |
| 3M | +9.6% | +10.9% | -1.3% | +2.7% |
| 6M | +16.1% | +57.9% | -41.8% | -12.7% |
| YTD | -3.6% | +75.9% | -79.6% | -32.8% |
| 1Y | -7.8% | +89.7% | -97.5% | -39.0% |
| All | +38.9% | +200.7% | -161.8% | -36.4% |
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