+363.6%
IGV vs WM
+330.8%
+32.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +2.3% | +3.2% | -0.9% | +1.0% |
| 30D | -6.0% | +13.0% | -19.0% | -11.0% |
| 3M | -4.8% | +9.2% | -14.0% | -8.7% |
| 6M | +14.2% | +13.6% | +0.6% | +6.9% |
| YTD | -4.2% | +12.4% | -16.6% | -10.4% |
| 1Y | -5.3% | +21.2% | -26.5% | -14.7% |
| 3Y | +38.8% | +48.7% | -9.9% | +9.2% |
| 5Y | +14.2% | +61.9% | -47.7% | -15.4% |
| All | +363.6% | +330.8% | +32.8% | +99.6% |
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