-7.5%
IGV vs SW
+29.5%
-37.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.7% |
| 7D | -7.5% | +12.1% | -19.5% | -8.0% |
| 30D | -5.6% | +6.6% | -12.2% | -5.9% |
| 3M | +1.5% | -6.0% | +7.5% | +1.9% |
| 6M | +17.1% | +21.5% | -4.4% | +16.5% |
| YTD | -2.0% | +20.3% | -22.3% | -2.9% |
| 1Y | -7.5% | +28.1% | -35.7% | -9.2% |
| All | -7.5% | +29.5% | -37.0% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling