+21.2%
IGV vs WFC
+131.0%
-109.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.8% | -1.5% |
| 7D | -1.5% | +0.4% | -2.0% | -1.7% |
| 30D | -3.0% | +2.5% | -5.5% | -4.0% |
| 3M | +9.6% | +10.0% | -0.4% | +5.5% |
| 6M | +16.1% | +15.1% | +1.1% | +9.3% |
| YTD | -3.6% | -2.2% | -1.4% | -3.6% |
| 1Y | -7.8% | +13.5% | -21.3% | -13.3% |
| 3Y | +40.0% | +135.2% | -95.2% | -3.2% |
| 5Y | +21.2% | +128.3% | -107.1% | -15.8% |
| All | +21.2% | +131.0% | -109.8% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling