+21.2%
IGV vs IWF
+71.2%
-50.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.4% |
| 7D | -5.4% | -1.7% | -3.7% | -3.5% |
| 30D | -2.6% | -1.8% | -0.8% | -0.5% |
| 3M | +10.5% | +1.5% | +9.1% | +8.5% |
| 6M | +18.2% | +7.7% | +10.5% | +8.6% |
| YTD | -4.2% | +2.7% | -6.9% | -7.0% |
| 1Y | -9.8% | +6.8% | -16.6% | -16.1% |
| 3Y | +39.1% | +76.9% | -37.7% | -27.9% |
| 5Y | +21.2% | +73.4% | -52.2% | -34.2% |
| All | +21.2% | +71.2% | -50.0% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling