+973.2%
IGV vs IWD
+677.6%
+295.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.6% |
| 7D | -4.5% | -0.3% | -4.2% | -4.2% |
| 30D | +3.2% | +0.6% | +2.6% | +2.7% |
| 3M | +4.5% | +7.2% | -2.7% | -2.4% |
| 6M | +22.1% | +16.2% | +5.9% | +5.0% |
| YTD | -1.0% | +23.3% | -24.4% | -19.8% |
| 1Y | -2.1% | +29.6% | -31.7% | -24.5% |
| 3Y | +44.6% | +70.5% | -25.9% | -14.4% |
| 5Y | +22.2% | +73.5% | -51.3% | -27.5% |
| 10Y | +364.7% | +198.3% | +166.4% | +59.0% |
| All | +973.2% | +677.6% | +295.6% | +39.3% |
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