+364.8%
IGV vs IWD
+202.4%
+162.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +2.5% | +1.7% | +0.8% | +0.8% |
| 30D | -8.6% | +3.2% | -11.8% | -11.4% |
| 3M | -1.6% | +2.3% | -3.9% | -3.7% |
| 6M | +13.4% | +12.9% | +0.5% | +0.7% |
| YTD | -4.0% | +26.2% | -30.2% | -23.9% |
| 1Y | -7.6% | +28.3% | -35.9% | -27.9% |
| 3Y | +39.3% | +84.4% | -45.1% | -23.3% |
| 5Y | +14.5% | +73.0% | -58.5% | -32.0% |
| All | +364.8% | +202.4% | +162.4% | +66.4% |
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