+505.1%
IGV vs W
+224.6%
+280.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +1.8% |
| 7D | -0.4% | +3.3% | -3.7% | -1.1% |
| 30D | -9.9% | +10.5% | -20.5% | -11.6% |
| 3M | -1.2% | +9.6% | -10.8% | -3.1% |
| 6M | +11.3% | +76.4% | -65.0% | -0.8% |
| YTD | -4.0% | +16.4% | -20.4% | -9.1% |
| 1Y | -7.3% | +9.3% | -16.7% | -11.6% |
| 3Y | +42.8% | +172.8% | -130.0% | +7.8% |
| 5Y | +13.7% | -53.4% | +67.0% | +0.9% |
| 10Y | +354.8% | +243.6% | +111.2% | +183.7% |
| All | +505.1% | +224.6% | +280.5% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling