+141.8%
IGV vs TW
+301.3%
-159.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +2.3% | +3.9% | -1.6% | +0.8% |
| 30D | -6.0% | +19.9% | -25.9% | -12.5% |
| 3M | -4.8% | +25.9% | -30.7% | -13.1% |
| 6M | +14.2% | +21.1% | -6.9% | +5.0% |
| YTD | -4.2% | +23.9% | -28.1% | -13.5% |
| 1Y | -5.3% | +21.2% | -26.5% | -13.7% |
| 3Y | +38.8% | +44.8% | -6.0% | +13.4% |
| 5Y | +14.2% | +41.4% | -27.2% | -8.5% |
| All | +141.8% | +301.3% | -159.6% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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