+352.9%
IGV vs HWM
+1,247.7%
-894.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -2.3% | -1.8% | -0.5% | -1.9% |
| 30D | -11.0% | -2.7% | -8.3% | -10.7% |
| 3M | -4.5% | -22.7% | +18.3% | +1.0% |
| 6M | +10.1% | -18.9% | +29.0% | +14.5% |
| YTD | -5.1% | +7.1% | -12.1% | -9.0% |
| 1Y | -10.2% | +4.7% | -14.9% | -13.5% |
| 3Y | +37.7% | +345.6% | -307.8% | -9.3% |
| 5Y | +15.7% | +588.3% | -572.6% | -31.4% |
| 10Y | +357.1% | +1,516.2% | -1,159.0% | +123.4% |
| All | +352.9% | +1,247.7% | -894.9% | +121.3% |
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