+364.4%
IGV vs WAT
+156.2%
+208.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.5% | -1.8% | +0.3% | -0.9% |
| 30D | -3.0% | -1.7% | -1.3% | -2.4% |
| 3M | +9.6% | +9.1% | +0.5% | +5.8% |
| 6M | +16.1% | +32.4% | -16.3% | +3.3% |
| YTD | -3.6% | +6.6% | -10.2% | -7.6% |
| 1Y | -7.8% | +34.7% | -42.5% | -20.1% |
| 3Y | +40.0% | +53.6% | -13.6% | +7.4% |
| 5Y | +21.2% | -4.1% | +25.3% | +14.0% |
| 10Y | +364.4% | +167.9% | +196.6% | +168.2% |
| All | +364.4% | +156.2% | +208.2% | +168.2% |
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