+41.1%
IGV vs WELL
+204.7%
-163.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -3.3% | -1.3% | -2.0% | -3.2% |
| 30D | 0.0% | +0.5% | -0.5% | -0.1% |
| 3M | +7.3% | +19.1% | -11.7% | +5.6% |
| 6M | +16.7% | +17.0% | -0.2% | +14.5% |
| YTD | -2.8% | +29.2% | -32.0% | -7.2% |
| 1Y | -6.7% | +42.1% | -48.8% | -13.6% |
| 3Y | +41.1% | +204.5% | -163.4% | +0.2% |
| All | +41.1% | +204.7% | -163.6% | +0.2% |
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