+39.1%
IGV vs WAB
+171.1%
-132.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +2.5% | +7.9% | -5.4% | 0.0% |
| 30D | -8.6% | +4.9% | -13.5% | -10.0% |
| 3M | -1.6% | +1.8% | -3.4% | -2.3% |
| 6M | +13.4% | +12.0% | +1.5% | +8.2% |
| YTD | -4.0% | +41.3% | -45.3% | -19.9% |
| 1Y | -7.6% | +43.8% | -51.5% | -23.8% |
| All | +39.1% | +171.1% | -132.0% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling