+356.3%
IGV vs WCC
+518.6%
-162.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.2% |
| 7D | -5.4% | +1.7% | -7.0% | -5.8% |
| 30D | -2.6% | -6.1% | +3.4% | -1.3% |
| 3M | +10.5% | +3.1% | +7.4% | +8.7% |
| 6M | +18.2% | +28.2% | -10.1% | +8.7% |
| YTD | -4.2% | +41.1% | -45.3% | -14.6% |
| 1Y | -9.8% | +61.3% | -71.1% | -22.7% |
| 3Y | +39.1% | +123.6% | -84.5% | +4.9% |
| 5Y | +21.2% | +214.8% | -193.6% | -18.5% |
| All | +356.3% | +518.6% | -162.3% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling