+973.2%
IGV vs EWT
+1,333.8%
-360.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -3.3% |
| 7D | -4.5% | +4.0% | -8.5% | -6.6% |
| 30D | +3.2% | +10.3% | -7.1% | -2.5% |
| 3M | +4.5% | +6.1% | -1.6% | -0.4% |
| 6M | +22.1% | +56.6% | -34.5% | -7.8% |
| YTD | -1.0% | +76.6% | -77.6% | -30.5% |
| 1Y | -2.1% | +97.9% | -100.0% | -35.7% |
| 3Y | +44.6% | +198.0% | -153.4% | -25.6% |
| 5Y | +22.2% | +151.8% | -129.6% | -30.4% |
| 10Y | +364.7% | +514.1% | -149.4% | +62.8% |
| All | +973.2% | +1,333.8% | -360.6% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling