-9.7%
IGV vs KWEB
-35.0%
+25.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.0% |
| 3M | +11.7% | -7.4% | +19.1% | +14.1% |
| 6M | +18.4% | -19.3% | +37.7% | +25.3% |
| YTD | -3.9% | -27.8% | +23.8% | +5.8% |
| 1Y | -9.7% | -35.9% | +26.3% | +4.2% |
| All | -9.7% | -35.0% | +25.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling