+13.4%
IGV vs WAT
+32.1%
-18.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -10.3% |
| 3M | -1.6% | +11.1% | -12.6% | -4.5% |
| 6M | +13.4% | +31.2% | -17.8% | +5.0% |
| All | +13.4% | +32.1% | -18.6% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling