-2.1%
IGV vs WETO
-98.9%
+96.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -20.8% | +18.6% | -2.3% |
| 7D | -4.5% | -55.4% | +50.9% | -4.8% |
| 30D | +3.2% | -48.5% | +51.7% | +3.1% |
| 3M | +4.5% | -97.5% | +102.0% | +6.8% |
| 6M | +22.1% | -94.2% | +116.3% | +20.8% |
| YTD | -1.0% | -97.0% | +96.0% | -0.3% |
| 1Y | -2.1% | -98.9% | +96.8% | +1.9% |
| All | -2.1% | -98.9% | +96.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling