+357.9%
IGV vs IWD
+195.2%
+162.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.0% |
| 7D | -3.3% | -0.2% | -3.2% | -3.1% |
| 30D | 0.0% | -0.8% | +0.8% | +0.8% |
| 3M | +7.3% | +8.0% | -0.7% | -0.5% |
| 6M | +16.7% | +18.2% | -1.5% | -1.1% |
| YTD | -2.8% | +22.3% | -25.2% | -20.6% |
| 1Y | -6.7% | +28.9% | -35.6% | -27.5% |
| 3Y | +41.1% | +71.5% | -30.4% | -16.6% |
| 5Y | +22.0% | +73.6% | -51.6% | -27.5% |
| 10Y | +357.9% | +194.7% | +163.2% | +69.2% |
| All | +357.9% | +195.2% | +162.8% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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