+343.6%
IGV vs SW
+185.4%
+158.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.2% |
| 7D | -8.3% | +4.7% | -13.0% | -8.7% |
| 30D | -10.9% | +5.0% | -15.9% | -11.4% |
| 3M | -2.3% | -7.3% | +5.1% | -1.6% |
| 6M | +12.2% | +15.0% | -2.8% | +10.1% |
| YTD | -6.3% | +18.5% | -24.8% | -8.8% |
| 1Y | -11.4% | +27.1% | -38.5% | -14.4% |
| 3Y | +41.5% | +49.3% | -7.8% | +34.0% |
| 5Y | +12.8% | -1.6% | +14.4% | +8.0% |
| All | +343.6% | +185.4% | +158.2% | +294.4% |
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