+41.1%
IGV vs W
+44.2%
-3.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -1.9% |
| 7D | -3.3% | +6.5% | -9.8% | -4.3% |
| 30D | 0.0% | -6.2% | +6.2% | +0.9% |
| 3M | +7.3% | +48.9% | -41.5% | -0.5% |
| 6M | +16.7% | +31.2% | -14.5% | +9.8% |
| YTD | -2.8% | -0.4% | -2.4% | -5.1% |
| 1Y | -6.7% | +14.8% | -21.5% | -11.8% |
| 3Y | +41.1% | +40.5% | +0.6% | +18.7% |
| All | +41.1% | +44.2% | -3.0% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling