-2.1%
IGV vs WAB
+48.2%
-50.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | -4.5% | -3.2% | -1.3% | -4.9% |
| 30D | +3.2% | -4.4% | +7.7% | +2.7% |
| 3M | +4.5% | +7.9% | -3.3% | +5.2% |
| 6M | +22.1% | +8.7% | +13.4% | +21.9% |
| YTD | -1.0% | +33.0% | -34.0% | -6.7% |
| 1Y | -2.1% | +46.7% | -48.8% | -10.3% |
| All | -2.1% | +48.2% | -50.3% | -10.3% |
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