+780.9%
IGV vs GWRE
+741.3%
+39.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -2.9% | -13.2% | +10.3% | +2.7% |
| 30D | -1.5% | -18.6% | +17.1% | +5.6% |
| 3M | +11.7% | +18.9% | -7.2% | +1.1% |
| 6M | +18.4% | -11.0% | +29.4% | +19.4% |
| YTD | -3.9% | -29.9% | +26.0% | +6.2% |
| 1Y | -9.7% | -44.3% | +34.7% | +9.5% |
| 3Y | +38.4% | +51.7% | -13.2% | +4.6% |
| 5Y | +21.6% | +15.4% | +6.1% | +0.2% |
| 10Y | +363.0% | +129.4% | +233.6% | +197.7% |
| All | +780.9% | +741.3% | +39.6% | +356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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