+363.6%
IGV vs WFC
+117.8%
+245.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +2.3% | +2.5% | -0.2% | +1.6% |
| 30D | -6.0% | +7.0% | -13.0% | -8.0% |
| 3M | -4.8% | -1.8% | -3.0% | -4.5% |
| 6M | +14.2% | +18.4% | -4.2% | +7.7% |
| YTD | -4.2% | -5.6% | +1.4% | -3.4% |
| 1Y | -5.3% | +3.9% | -9.1% | -7.4% |
| 3Y | +38.8% | +126.3% | -87.5% | +4.6% |
| 5Y | +14.2% | +91.1% | -76.9% | -10.8% |
| All | +363.6% | +117.8% | +245.8% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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