+362.3%
IGV vs WM
+332.5%
+29.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.4% |
| 7D | -1.3% | +0.8% | -2.0% | -1.6% |
| 30D | -8.1% | +13.8% | -21.9% | -13.4% |
| 3M | -1.6% | +6.4% | -8.0% | -4.6% |
| 6M | +12.7% | +13.2% | -0.5% | +5.6% |
| YTD | -3.3% | +10.8% | -14.0% | -8.9% |
| 1Y | -7.9% | +20.2% | -28.1% | -16.8% |
| 3Y | +40.3% | +46.5% | -6.1% | +11.2% |
| 5Y | +17.3% | +61.3% | -43.9% | -13.1% |
| 10Y | +362.3% | +324.8% | +37.5% | +100.0% |
| All | +362.3% | +332.5% | +29.8% | +100.0% |
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