+363.9%
IGV vs WM
+305.9%
+58.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | +3.2% | -2.4% | +5.6% | +4.2% |
| 3M | +4.5% | +0.4% | +4.1% | +3.6% |
| 6M | +22.1% | -9.5% | +31.6% | +26.5% |
| YTD | -1.0% | +0.5% | -1.5% | -2.5% |
| 1Y | -2.1% | -1.1% | -1.0% | -3.2% |
| 3Y | +44.6% | +46.0% | -1.5% | +13.4% |
| 5Y | +22.2% | +51.8% | -29.7% | -7.4% |
| All | +363.9% | +305.9% | +58.0% | +104.1% |
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