-11.4%
IGV vs SW
+25.8%
-37.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.3% |
| 7D | -8.3% | +4.7% | -13.0% | -8.5% |
| 30D | -10.9% | +5.0% | -15.9% | -11.1% |
| 3M | -2.3% | -7.3% | +5.1% | -1.9% |
| 6M | +12.2% | +15.0% | -2.8% | +11.8% |
| YTD | -6.3% | +18.5% | -24.8% | -7.0% |
| 1Y | -11.4% | +27.1% | -38.5% | -13.0% |
| All | -11.4% | +25.8% | -37.2% | -13.0% |
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 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