-7.5%
IGV vs WAB
+46.5%
-54.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.0% |
| 7D | -7.5% | +4.5% | -12.0% | -6.9% |
| 30D | -5.6% | +1.1% | -6.7% | -5.5% |
| 3M | +1.5% | -1.3% | +2.8% | +1.2% |
| 6M | +17.1% | +12.7% | +4.4% | +19.3% |
| YTD | -2.0% | +38.7% | -40.7% | -7.3% |
| 1Y | -7.5% | +44.9% | -52.5% | -15.1% |
| All | -7.5% | +46.5% | -54.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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