+40.2%
IGV vs WELL
+207.6%
-167.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -8.1% | +7.8% | -15.9% | -8.4% |
| 3M | -1.6% | +10.2% | -11.9% | -2.0% |
| 6M | +12.7% | +16.4% | -3.6% | +12.0% |
| YTD | -3.3% | +35.2% | -38.4% | -7.1% |
| 1Y | -7.9% | +30.5% | -38.4% | -10.9% |
| All | +40.2% | +207.6% | -167.4% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling