+21.2%
IGV vs WAT
-4.9%
+26.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.5% | -1.8% | +0.3% | -1.0% |
| 30D | -3.0% | -1.7% | -1.3% | -2.5% |
| 3M | +9.6% | +9.1% | +0.5% | +6.4% |
| 6M | +16.1% | +32.4% | -16.3% | +5.4% |
| YTD | -3.6% | +6.6% | -10.2% | -6.7% |
| 1Y | -7.8% | +34.7% | -42.5% | -18.4% |
| 3Y | +40.0% | +53.6% | -13.6% | +9.0% |
| 5Y | +21.2% | -4.1% | +25.3% | +19.1% |
| All | +21.2% | -4.9% | +26.1% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling