+38.0%
IGV vs KWEB
-2.9%
+40.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -5.4% | -4.3% | -1.1% | -4.5% |
| 30D | -2.6% | -13.0% | +10.4% | +0.3% |
| 3M | +10.5% | -7.6% | +18.1% | +12.3% |
| 6M | +18.2% | -21.1% | +39.3% | +23.7% |
| YTD | -4.2% | -28.2% | +24.0% | +2.1% |
| 1Y | -9.8% | -34.9% | +25.0% | -2.0% |
| All | +38.0% | -2.9% | +40.9% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling