+363.6%
IGV vs WAB
+266.7%
+96.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | +2.3% | +5.1% | -2.7% | +0.7% |
| 30D | -6.0% | +4.0% | -10.0% | -7.3% |
| 3M | -4.8% | +0.1% | -4.9% | -5.0% |
| 6M | +14.2% | +12.8% | +1.4% | +8.8% |
| YTD | -4.2% | +40.1% | -44.3% | -16.1% |
| 1Y | -5.3% | +46.4% | -51.6% | -18.3% |
| 3Y | +38.8% | +167.4% | -128.6% | -2.2% |
| 5Y | +14.2% | +215.0% | -200.8% | -24.1% |
| All | +363.6% | +266.7% | +96.9% | +161.6% |
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