+38.8%
IGV vs WCC
+134.5%
-95.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +2.3% | +9.9% | -7.6% | +0.4% |
| 30D | -6.0% | -8.4% | +2.4% | -4.7% |
| 3M | -4.8% | -10.3% | +5.5% | -3.4% |
| 6M | +14.2% | -10.5% | +24.7% | +15.2% |
| YTD | -4.2% | +32.2% | -36.4% | -13.8% |
| 1Y | -5.3% | +25.5% | -30.8% | -13.6% |
| 3Y | +38.8% | +134.7% | -95.9% | -1.2% |
| All | +38.8% | +134.5% | -95.7% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling