+357.1%
IGV vs WM
+329.9%
+27.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | +1.2% | -3.4% | -2.8% |
| 30D | -11.0% | +13.7% | -24.6% | -16.0% |
| 3M | -4.5% | +5.2% | -9.7% | -6.9% |
| 6M | +10.1% | +11.2% | -1.1% | +3.9% |
| YTD | -5.1% | +9.4% | -14.5% | -10.2% |
| 1Y | -10.2% | +20.4% | -30.6% | -19.1% |
| 3Y | +37.7% | +44.7% | -6.9% | +9.7% |
| 5Y | +15.7% | +58.5% | -42.8% | -13.6% |
| 10Y | +357.1% | +326.4% | +30.8% | +96.7% |
| All | +357.1% | +329.9% | +27.3% | +96.7% |
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