+346.3%
IGV vs HWM
+1,166.3%
-820.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.7% |
| 7D | -5.2% | +3.4% | -8.6% | -6.1% |
| 30D | -10.0% | -7.5% | -2.4% | -8.6% |
| 3M | -0.5% | -28.9% | +28.3% | +7.3% |
| 6M | +12.6% | -19.6% | +32.2% | +17.3% |
| YTD | -6.4% | +0.6% | -7.0% | -8.9% |
| 1Y | -9.5% | +0.3% | -9.8% | -11.9% |
| 3Y | +41.7% | +326.1% | -284.4% | -5.7% |
| 5Y | +12.7% | +525.2% | -512.5% | -31.7% |
| 10Y | +354.1% | +1,492.9% | -1,138.8% | +125.6% |
| All | +346.3% | +1,166.3% | -820.0% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling