+973.2%
IGV vs WAB
+4,318.7%
-3,345.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -4.5% | -3.2% | -1.3% | -3.3% |
| 30D | +3.2% | -4.4% | +7.7% | +4.9% |
| 3M | +4.5% | +7.9% | -3.3% | +0.7% |
| 6M | +22.1% | +8.7% | +13.4% | +16.4% |
| YTD | -1.0% | +33.0% | -34.0% | -12.8% |
| 1Y | -2.1% | +46.7% | -48.8% | -17.1% |
| 3Y | +44.6% | +153.0% | -108.4% | -0.8% |
| 5Y | +22.2% | +222.3% | -200.1% | -23.7% |
| 10Y | +364.7% | +291.0% | +73.7% | +142.1% |
| All | +973.2% | +4,318.7% | -3,345.5% | +74.8% |
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