+363.6%
IGV vs HWM
+1,487.1%
-1,123.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | +2.3% | +7.3% | -5.0% | +0.6% |
| 30D | -6.0% | +1.6% | -7.6% | -6.8% |
| 3M | -4.8% | -21.9% | +17.1% | +0.4% |
| 6M | +14.2% | -19.0% | +33.3% | +18.9% |
| YTD | -4.2% | +7.9% | -12.2% | -8.4% |
| 1Y | -5.3% | +9.9% | -15.2% | -9.9% |
| 3Y | +38.8% | +342.1% | -303.4% | -8.7% |
| 5Y | +14.2% | +600.8% | -586.6% | -32.8% |
| All | +363.6% | +1,487.1% | -1,123.5% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling