+364.8%
IGV vs WAT
+223.8%
+141.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.1% |
| 7D | +2.5% | +2.0% | +0.5% | +1.7% |
| 30D | -8.6% | +7.7% | -16.3% | -11.1% |
| 3M | -1.6% | +11.1% | -12.6% | -5.6% |
| 6M | +13.4% | +31.2% | -17.8% | +1.8% |
| YTD | -4.0% | +21.7% | -25.7% | -12.6% |
| 1Y | -7.6% | +19.3% | -26.9% | -15.3% |
| 3Y | +39.3% | +80.6% | -41.3% | 0.0% |
| 5Y | +14.5% | +29.5% | -15.0% | -5.3% |
| All | +364.8% | +223.8% | +141.0% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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