+24.0%
IWM vs IGV
-7.7%
+31.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -1.1% | -1.5% | +0.4% | -0.8% |
| 30D | -3.1% | -3.0% | -0.1% | -2.6% |
| 3M | +2.2% | +9.6% | -7.4% | -0.2% |
| 6M | +15.1% | +16.1% | -1.0% | +10.0% |
| YTD | +18.6% | -3.6% | +22.2% | +23.6% |
| 1Y | +24.0% | -7.8% | +31.8% | +34.0% |
| All | +24.0% | -7.7% | +31.6% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling