+11.2%
IGV vs IWD
+68.9%
-57.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.3% |
| 7D | -5.2% | -0.5% | -4.7% | -4.7% |
| 30D | -10.0% | +2.7% | -12.6% | -12.8% |
| 3M | -0.5% | +0.9% | -1.4% | -1.6% |
| 6M | +12.6% | +10.5% | +2.1% | -0.4% |
| YTD | -6.4% | +23.7% | -30.1% | -28.4% |
| 1Y | -9.5% | +28.7% | -38.3% | -34.2% |
| 3Y | +41.7% | +79.7% | -38.0% | -33.4% |
| All | +11.2% | +68.9% | -57.7% | -42.4% |
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 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