+343.0%
IGV vs SW
+182.7%
+160.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -5.2% | +2.3% | -7.5% | -5.4% |
| 30D | -10.0% | +6.8% | -16.8% | -10.6% |
| 3M | -0.5% | -5.2% | +4.7% | -0.1% |
| 6M | +12.6% | +7.4% | +5.2% | +11.3% |
| YTD | -6.4% | +17.4% | -23.8% | -8.8% |
| 1Y | -9.5% | +27.1% | -36.6% | -12.6% |
| 3Y | +41.7% | +47.9% | -6.2% | +34.3% |
| 5Y | +12.7% | -2.6% | +15.2% | +7.9% |
| All | +343.0% | +182.7% | +160.3% | +294.3% |
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