+1,242.3%
IGV vs WBD
+291.3%
+951.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | -3.3% | -0.7% | -2.6% | -3.1% |
| 30D | 0.0% | +5.0% | -5.0% | -1.2% |
| 3M | +7.3% | +6.2% | +1.1% | +5.6% |
| 6M | +16.7% | +0.6% | +16.1% | +16.4% |
| YTD | -2.8% | -2.4% | -0.4% | -2.4% |
| 1Y | -6.7% | +127.7% | -134.4% | -25.4% |
| 3Y | +41.1% | +148.4% | -107.3% | +3.5% |
| 5Y | +22.0% | +4.2% | +17.8% | +5.7% |
| 10Y | +357.9% | +10.8% | +347.1% | +229.7% |
| All | +1,242.3% | +291.3% | +951.0% | +449.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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