-2.1%
IGV vs VWO
+23.1%
-25.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.6% |
| 7D | -4.5% | +1.1% | -5.6% | -5.0% |
| 30D | +3.2% | +2.4% | +0.8% | +2.0% |
| 3M | +4.5% | +2.0% | +2.5% | +3.4% |
| 6M | +22.1% | +10.7% | +11.4% | +15.2% |
| YTD | -1.0% | +14.4% | -15.5% | -9.8% |
| 1Y | -2.1% | +22.7% | -24.8% | -14.0% |
| All | -2.1% | +23.1% | -25.2% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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