+356.3%
IGV vs WCN
+235.2%
+121.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | -5.4% | -4.4% | -1.0% | -3.0% |
| 30D | -2.6% | -4.4% | +1.8% | -0.2% |
| 3M | +10.5% | +0.5% | +10.1% | +9.6% |
| 6M | +18.2% | -3.3% | +21.4% | +18.7% |
| YTD | -4.2% | -8.5% | +4.3% | -0.8% |
| 1Y | -9.8% | -8.9% | -0.9% | -6.9% |
| 3Y | +39.1% | +18.0% | +21.1% | +18.5% |
| 5Y | +21.2% | +25.0% | -3.8% | -2.1% |
| All | +356.3% | +235.2% | +121.1% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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