+735.8%
IWM vs IGV
+970.9%
-235.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.8% |
| 7D | +0.1% | -4.5% | +4.6% | +3.0% |
| 30D | -1.3% | +3.2% | -4.5% | -4.0% |
| 3M | +1.6% | +4.5% | -2.9% | -2.6% |
| 6M | +13.6% | +22.1% | -8.6% | -3.7% |
| YTD | +20.8% | -1.0% | +21.8% | +17.2% |
| 1Y | +26.4% | -2.1% | +28.5% | +23.4% |
| 3Y | +60.7% | +44.6% | +16.1% | +17.7% |
| 5Y | +38.2% | +22.2% | +16.0% | +10.6% |
| 10Y | +169.5% | +364.7% | -195.3% | -20.1% |
| All | +735.8% | +970.9% | -235.0% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling