+372.0%
IGV vs HWM
+1,494.1%
-1,122.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | -4.5% | -2.1% | -2.4% | -4.1% |
| 30D | +3.2% | -11.0% | +14.2% | +6.0% |
| 3M | +4.5% | +4.0% | +0.5% | +2.9% |
| 6M | +22.1% | -0.2% | +22.3% | +20.8% |
| YTD | -1.0% | +26.7% | -27.7% | -8.4% |
| 1Y | -2.1% | +44.7% | -46.8% | -12.7% |
| 3Y | +44.6% | +426.1% | -381.5% | -8.1% |
| 5Y | +22.2% | +738.5% | -716.4% | -30.6% |
| All | +372.0% | +1,494.1% | -1,122.1% | +122.7% |
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