+37.7%
IGV vs WM
+45.7%
-8.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.3% | +1.2% | -3.4% | -2.3% |
| 30D | -11.0% | +13.7% | -24.6% | -11.6% |
| 3M | -4.5% | +5.2% | -9.7% | -4.7% |
| 6M | +10.1% | +11.2% | -1.1% | +9.0% |
| YTD | -5.1% | +9.4% | -14.5% | -5.7% |
| 1Y | -10.2% | +20.4% | -30.6% | -12.4% |
| 3Y | +37.7% | +44.7% | -6.9% | +32.5% |
| All | +37.7% | +45.7% | -8.0% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling