+354.8%
IGV vs WM
+337.2%
+17.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | -0.4% | -0.5% | 0.0% | -0.3% |
| 30D | -9.9% | +13.3% | -23.3% | -14.9% |
| 3M | -1.2% | +4.4% | -5.6% | -3.4% |
| 6M | +11.3% | +10.8% | +0.5% | +5.2% |
| YTD | -4.0% | +9.1% | -13.1% | -9.0% |
| 1Y | -7.3% | +19.1% | -26.4% | -16.0% |
| 3Y | +42.8% | +45.7% | -2.9% | +13.2% |
| 5Y | +13.7% | +60.4% | -46.8% | -15.8% |
| 10Y | +354.8% | +328.7% | +26.1% | +98.7% |
| All | +354.8% | +337.2% | +17.6% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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