+364.4%
IGV vs WELL
+340.0%
+24.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.5% | -1.1% | -0.4% | -1.3% |
| 30D | -3.0% | +0.7% | -3.8% | -3.2% |
| 3M | +9.6% | +14.5% | -4.9% | +6.0% |
| 6M | +16.1% | +14.4% | +1.7% | +11.7% |
| YTD | -3.6% | +28.5% | -32.1% | -10.1% |
| 1Y | -7.8% | +41.8% | -49.6% | -16.4% |
| 3Y | +40.0% | +202.8% | -162.8% | +4.1% |
| 5Y | +21.2% | +208.8% | -187.6% | -11.3% |
| 10Y | +364.4% | +356.5% | +7.9% | +203.1% |
| All | +364.4% | +340.0% | +24.4% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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