+601.8%
IGV vs KWEB
+22.0%
+579.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.1% |
| 7D | -1.5% | -3.6% | +2.0% | -0.4% |
| 30D | -3.0% | -14.9% | +11.9% | +1.9% |
| 3M | +9.6% | -5.4% | +15.0% | +11.4% |
| 6M | +16.1% | -18.9% | +35.0% | +23.4% |
| YTD | -3.6% | -27.2% | +23.6% | +5.8% |
| 1Y | -7.8% | -34.2% | +26.4% | +4.3% |
| 3Y | +40.0% | +0.6% | +39.4% | +32.6% |
| 5Y | +21.2% | -43.5% | +64.7% | +31.8% |
| 10Y | +364.4% | -20.6% | +385.0% | +310.2% |
| All | +601.8% | +22.0% | +579.8% | +413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling