+23.5%
IGV vs IWD
+73.6%
-50.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.4% |
| 7D | -4.5% | -0.3% | -4.2% | -4.2% |
| 30D | +3.2% | +0.6% | +2.6% | +2.5% |
| 3M | +4.5% | +7.2% | -2.7% | -3.9% |
| 6M | +22.1% | +16.2% | +5.9% | +1.4% |
| YTD | -1.0% | +23.3% | -24.4% | -23.8% |
| 1Y | -2.1% | +29.6% | -31.7% | -29.2% |
| 3Y | +44.6% | +70.5% | -25.9% | -26.5% |
| All | +23.5% | +73.6% | -50.2% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling