+914.8%
IGV vs IWD
+679.9%
+234.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -5.2% | -0.5% | -4.7% | -4.8% |
| 30D | -10.0% | +2.7% | -12.6% | -12.3% |
| 3M | -0.5% | +0.9% | -1.4% | -1.4% |
| 6M | +12.6% | +10.5% | +2.1% | +1.9% |
| YTD | -6.4% | +23.7% | -30.1% | -24.4% |
| 1Y | -9.5% | +28.7% | -38.3% | -29.8% |
| 3Y | +41.7% | +79.7% | -38.0% | -20.3% |
| 5Y | +12.7% | +69.7% | -57.0% | -31.7% |
| 10Y | +354.1% | +211.4% | +142.7% | +48.9% |
| All | +914.8% | +679.9% | +234.9% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling