-9.9%
IGV vs GWW
+28.2%
-38.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -5.4% | -3.1% | -2.2% | -5.5% |
| 30D | -2.6% | -2.3% | -0.3% | -2.7% |
| 3M | +10.5% | -3.3% | +13.8% | +10.1% |
| 6M | +18.2% | +15.4% | +2.8% | +17.0% |
| YTD | -4.2% | +26.7% | -31.0% | -5.8% |
| All | -9.9% | +28.2% | -38.1% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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