+357.7%
IGV vs VWO
+117.1%
+240.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.3% |
| 7D | -2.9% | -1.8% | -1.1% | -1.5% |
| 30D | -1.5% | -0.1% | -1.4% | -1.5% |
| 3M | +11.7% | +2.2% | +9.4% | +9.4% |
| 6M | +18.4% | +8.8% | +9.7% | +9.5% |
| YTD | -3.9% | +12.4% | -16.3% | -14.0% |
| 1Y | -9.7% | +15.6% | -25.2% | -21.0% |
| 3Y | +38.4% | +62.5% | -24.1% | -10.6% |
| 5Y | +21.6% | +34.3% | -12.7% | -7.4% |
| All | +357.7% | +117.1% | +240.6% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling