+13.7%
IGV vs W
-52.3%
+65.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +1.7% |
| 7D | -0.4% | +3.3% | -3.7% | -1.2% |
| 30D | -9.9% | +10.5% | -20.5% | -11.8% |
| 3M | -1.2% | +9.6% | -10.8% | -3.3% |
| 6M | +11.3% | +76.4% | -65.0% | -2.2% |
| YTD | -4.0% | +16.4% | -20.4% | -9.7% |
| 1Y | -7.3% | +9.3% | -16.7% | -12.1% |
| 3Y | +42.8% | +172.8% | -130.0% | +2.7% |
| 5Y | +13.7% | -53.4% | +67.0% | +6.8% |
| All | +13.7% | -52.3% | +65.9% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling