+171.7%
IWM vs IGV
+356.9%
-185.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | -1.1% | -1.5% | +0.4% | -0.3% |
| 30D | -3.1% | -3.0% | -0.1% | -1.8% |
| 3M | +2.2% | +9.6% | -7.4% | -4.3% |
| 6M | +15.1% | +16.1% | -1.0% | +2.4% |
| YTD | +18.6% | -3.6% | +22.2% | +18.0% |
| 1Y | +24.0% | -7.8% | +31.8% | +26.8% |
| 3Y | +63.7% | +40.0% | +23.7% | +25.7% |
| 5Y | +38.2% | +21.2% | +17.0% | +13.6% |
| 10Y | +171.7% | +364.4% | -192.7% | -11.3% |
| All | +171.7% | +356.9% | -185.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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