+356.3%
IGV vs WAB
+292.7%
+63.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.4% | -0.2% | -5.2% | -5.3% |
| 30D | -2.6% | -5.9% | +3.2% | -0.8% |
| 3M | +10.5% | +9.4% | +1.2% | +6.6% |
| 6M | +18.2% | +13.8% | +4.3% | +11.7% |
| YTD | -4.2% | +31.8% | -36.0% | -14.3% |
| 1Y | -9.8% | +48.5% | -58.3% | -22.7% |
| 3Y | +39.1% | +167.0% | -127.8% | -1.7% |
| 5Y | +21.2% | +222.3% | -201.1% | -19.2% |
| All | +356.3% | +292.7% | +63.6% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling