+363.4%
IGV vs HWM
+1,323.5%
-960.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.7% | +8.9% | +0.8% |
| 7D | -3.3% | -9.2% | +5.8% | -1.1% |
| 30D | 0.0% | -17.9% | +17.8% | +4.6% |
| 3M | +7.3% | -6.0% | +13.4% | +8.2% |
| 6M | +16.7% | -7.4% | +24.1% | +17.4% |
| YTD | -2.8% | +13.1% | -15.9% | -7.7% |
| 1Y | -6.7% | +29.3% | -36.0% | -14.5% |
| 3Y | +41.1% | +389.9% | -348.8% | -8.8% |
| 5Y | +22.0% | +655.5% | -633.5% | -28.9% |
| All | +363.4% | +1,323.5% | -960.2% | +124.5% |
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