+357.7%
IGV vs KWEB
-19.7%
+377.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.1% |
| 7D | -2.9% | -5.6% | +2.6% | -1.2% |
| 30D | -1.5% | -10.7% | +9.2% | +1.8% |
| 3M | +11.7% | -7.4% | +19.1% | +14.2% |
| 6M | +18.4% | -19.3% | +37.7% | +25.9% |
| YTD | -3.9% | -27.8% | +23.8% | +5.4% |
| 1Y | -9.7% | -35.9% | +26.3% | +2.7% |
| 3Y | +38.4% | -1.9% | +40.4% | +32.5% |
| 5Y | +21.6% | -43.2% | +64.8% | +34.1% |
| All | +357.7% | -19.7% | +377.5% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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