+973.2%
IGV vs GWW
+4,840.7%
-3,867.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | -4.5% | +1.4% | -5.9% | -5.1% |
| 30D | +3.2% | +3.3% | -0.1% | +1.6% |
| 3M | +4.5% | +2.9% | +1.6% | +2.5% |
| 6M | +22.1% | +15.8% | +6.3% | +12.6% |
| YTD | -1.0% | +32.0% | -33.1% | -14.9% |
| 1Y | -2.1% | +29.9% | -32.0% | -15.4% |
| 3Y | +44.6% | +91.1% | -46.5% | +2.1% |
| 5Y | +22.2% | +223.9% | -201.8% | -34.5% |
| 10Y | +364.7% | +567.0% | -202.3% | +54.6% |
| All | +973.2% | +4,840.7% | -3,867.5% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling