+973.2%
IGV vs WAT
+1,636.1%
-663.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | -4.5% | -1.3% | -3.2% | -4.0% |
| 30D | +3.2% | +2.3% | +0.9% | +2.3% |
| 3M | +4.5% | +8.7% | -4.2% | +0.9% |
| 6M | +22.1% | +28.3% | -6.2% | +9.3% |
| YTD | -1.0% | +7.8% | -8.8% | -5.9% |
| 1Y | -2.1% | +36.6% | -38.7% | -15.9% |
| 3Y | +44.6% | +45.7% | -1.1% | +15.0% |
| 5Y | +22.2% | -3.3% | +25.5% | +13.7% |
| 10Y | +364.7% | +162.1% | +202.6% | +176.2% |
| All | +973.2% | +1,636.1% | -663.0% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling