+523.7%
IGV vs W
+176.2%
+347.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -2.7% |
| 7D | -4.5% | -4.2% | -0.3% | -3.8% |
| 30D | +3.2% | -7.6% | +10.8% | +4.5% |
| 3M | +4.5% | +37.2% | -32.6% | -2.2% |
| 6M | +22.1% | +26.3% | -4.2% | +15.0% |
| YTD | -1.0% | -1.0% | -0.1% | -3.4% |
| 1Y | -2.1% | +20.1% | -22.2% | -8.6% |
| 3Y | +44.6% | +37.8% | +6.8% | +22.3% |
| 5Y | +22.2% | -63.7% | +85.8% | +13.0% |
| 10Y | +364.7% | +156.3% | +208.4% | +201.6% |
| All | +523.7% | +176.2% | +347.5% | +300.0% |
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