-7.8%
IGV vs W
+15.1%
-22.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.5% | +5.9% | -7.4% | -2.3% |
| 30D | -3.0% | -3.0% | 0.0% | -2.7% |
| 3M | +9.6% | +40.3% | -30.8% | +3.8% |
| 6M | +16.1% | +32.2% | -16.1% | +10.4% |
| YTD | -3.6% | -0.3% | -3.3% | -6.3% |
| 1Y | -7.8% | +16.2% | -24.0% | -11.4% |
| All | -7.8% | +15.1% | -22.9% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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