+953.6%
IGV vs IWF
+1,104.7%
-151.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.5% |
| 7D | -3.3% | +1.5% | -4.8% | -4.9% |
| 30D | 0.0% | -1.3% | +1.2% | +1.6% |
| 3M | +7.3% | +0.1% | +7.2% | +6.9% |
| 6M | +16.7% | +10.3% | +6.5% | +4.2% |
| YTD | -2.8% | +4.2% | -7.0% | -7.2% |
| 1Y | -6.7% | +9.3% | -16.0% | -15.7% |
| 3Y | +41.1% | +79.3% | -38.2% | -27.8% |
| 5Y | +22.0% | +73.8% | -51.8% | -34.3% |
| 10Y | +357.9% | +410.9% | -53.0% | -27.9% |
| All | +953.6% | +1,104.7% | -151.1% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling