+363.5%
IGV vs SW
+147.8%
+215.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -4.5% | -5.1% | +0.6% | -4.0% |
| 30D | +3.2% | -4.6% | +7.8% | +3.7% |
| 3M | +4.5% | +9.4% | -4.9% | +3.3% |
| 6M | +22.1% | +3.5% | +18.6% | +21.1% |
| YTD | -1.0% | +22.0% | -23.1% | -3.8% |
| 1Y | -2.1% | +2.2% | -4.3% | -3.2% |
| 3Y | +44.6% | +19.6% | +25.0% | +39.4% |
| 5Y | +22.2% | -2.3% | +24.5% | +16.9% |
| All | +363.5% | +147.8% | +215.7% | +318.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling