+17.3%
IGV vs WFC
+92.6%
-75.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | -8.1% | +3.6% | -11.7% | -9.4% |
| 3M | -1.6% | -1.3% | -0.3% | -1.5% |
| 6M | +12.7% | +18.0% | -5.2% | +5.2% |
| YTD | -3.3% | -5.9% | +2.6% | -2.1% |
| 1Y | -7.9% | +1.8% | -9.7% | -9.7% |
| 3Y | +40.3% | +125.0% | -84.7% | -2.5% |
| 5Y | +17.3% | +92.0% | -74.6% | -14.2% |
| All | +17.3% | +92.6% | -75.3% | -14.2% |
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