+15.7%
IGV vs WAT
+36.4%
-20.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.3% | +3.4% | -5.7% | -3.3% |
| 30D | -11.0% | +9.6% | -20.6% | -13.5% |
| 3M | -4.5% | +15.5% | -19.9% | -8.8% |
| 6M | +10.1% | +33.9% | -23.8% | 0.0% |
| YTD | -5.1% | +25.2% | -30.2% | -12.7% |
| 1Y | -10.2% | +26.3% | -36.5% | -17.8% |
| 3Y | +37.7% | +85.8% | -48.1% | +0.6% |
| 5Y | +15.7% | +35.3% | -19.6% | -0.3% |
| All | +15.7% | +36.4% | -20.7% | -0.3% |
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