+973.2%
IGV vs WELL
+3,597.2%
-2,624.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.6% |
| 7D | -4.5% | -0.8% | -3.7% | -4.3% |
| 30D | +3.2% | -0.1% | +3.3% | +3.2% |
| 3M | +4.5% | +18.0% | -13.5% | -1.4% |
| 6M | +22.1% | +15.0% | +7.1% | +15.4% |
| YTD | -1.0% | +28.6% | -29.7% | -10.2% |
| 1Y | -2.1% | +42.9% | -45.0% | -14.6% |
| 3Y | +44.6% | +203.0% | -158.4% | -3.2% |
| 5Y | +22.2% | +206.9% | -184.7% | -19.8% |
| 10Y | +364.7% | +339.5% | +25.3% | +141.0% |
| All | +973.2% | +3,597.2% | -2,624.0% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling