+357.7%
IGV vs IWF
+422.7%
-65.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.6% |
| 7D | -2.9% | -0.9% | -2.0% | -1.9% |
| 30D | -1.5% | -1.7% | +0.2% | +0.5% |
| 3M | +11.7% | +0.7% | +11.0% | +10.6% |
| 6M | +18.4% | +8.6% | +9.9% | +7.9% |
| YTD | -3.9% | +3.5% | -7.4% | -7.5% |
| 1Y | -9.7% | +7.0% | -16.7% | -16.2% |
| 3Y | +38.4% | +76.3% | -37.9% | -26.8% |
| 5Y | +21.6% | +74.8% | -53.2% | -34.2% |
| All | +357.7% | +422.7% | -65.0% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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