+357.7%
IGV vs ITW
+194.8%
+162.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | -1.5% | -8.3% | +6.8% | +2.7% |
| 3M | +11.7% | +6.0% | +5.7% | +8.1% |
| 6M | +18.4% | 0.0% | +18.4% | +17.3% |
| YTD | -3.9% | +10.2% | -14.2% | -10.3% |
| 1Y | -9.7% | +3.2% | -12.9% | -12.9% |
| 3Y | +38.4% | +21.0% | +17.5% | +21.2% |
| 5Y | +21.6% | +37.9% | -16.3% | -1.7% |
| All | +357.7% | +194.8% | +162.9% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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