+941.2%
IGV vs WAB
+4,594.4%
-3,653.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +2.5% | +7.9% | -5.4% | -0.4% |
| 30D | -8.6% | +4.9% | -13.5% | -10.3% |
| 3M | -1.6% | +1.8% | -3.4% | -2.5% |
| 6M | +13.4% | +12.0% | +1.5% | +7.5% |
| YTD | -4.0% | +41.3% | -45.3% | -17.5% |
| 1Y | -7.6% | +43.8% | -51.5% | -21.2% |
| 3Y | +39.3% | +171.1% | -131.8% | -6.9% |
| 5Y | +14.5% | +217.7% | -203.2% | -28.2% |
| 10Y | +358.7% | +272.3% | +86.4% | +144.1% |
| All | +941.2% | +4,594.4% | -3,653.2% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling