+961.9%
IGV vs SW
+743.1%
+218.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.6% |
| 7D | -7.5% | +12.1% | -19.5% | -8.1% |
| 30D | -5.6% | +6.6% | -12.2% | -6.0% |
| 3M | +1.5% | -6.0% | +7.5% | +1.8% |
| 6M | +17.1% | +21.5% | -4.4% | +15.5% |
| YTD | -2.0% | +20.3% | -22.3% | -3.5% |
| 1Y | -7.5% | +28.1% | -35.7% | -9.3% |
| 3Y | +48.1% | +51.6% | -3.5% | +43.7% |
| 5Y | +17.1% | -0.1% | +17.2% | +14.3% |
| 10Y | +375.6% | +189.7% | +185.8% | +348.2% |
| All | +961.9% | +743.1% | +218.9% | +896.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling