+945.1%
IGV vs ITW
+1,323.1%
-378.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.2% |
| 7D | -1.5% | -1.9% | +0.4% | -0.4% |
| 30D | -3.0% | -10.4% | +7.3% | +3.5% |
| 3M | +9.6% | +3.5% | +6.1% | +6.8% |
| 6M | +16.1% | -3.4% | +19.5% | +17.1% |
| YTD | -3.6% | +8.5% | -12.1% | -10.3% |
| 1Y | -7.8% | +3.2% | -11.1% | -12.0% |
| 3Y | +40.0% | +18.9% | +21.1% | +21.0% |
| 5Y | +21.2% | +35.0% | -13.8% | -4.1% |
| 10Y | +364.4% | +188.6% | +175.8% | +109.6% |
| All | +945.1% | +1,323.1% | -378.0% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling