+23.7%
IWM vs IGV
+15.7%
+8.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.2% |
| 7D | +2.8% | +2.5% | +0.3% | +1.5% |
| 30D | +0.6% | -8.6% | +9.2% | +5.3% |
| 3M | -7.8% | -1.6% | -6.2% | -7.8% |
| 6M | -1.0% | +13.4% | -14.4% | -9.5% |
| YTD | +13.9% | -4.0% | +17.9% | +13.9% |
| 1Y | +15.4% | -7.6% | +23.1% | +18.2% |
| 3Y | +70.2% | +39.3% | +30.9% | +32.8% |
| 5Y | +23.7% | +14.5% | +9.2% | +3.7% |
| All | +23.7% | +15.7% | +8.0% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling