+17.3%
IGV vs WM
+60.7%
-43.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | -1.3% | +0.8% | -2.0% | -1.5% |
| 30D | -8.1% | +13.8% | -21.9% | -11.1% |
| 3M | -1.6% | +6.4% | -8.0% | -3.2% |
| 6M | +12.7% | +13.2% | -0.5% | +8.5% |
| YTD | -3.3% | +10.8% | -14.0% | -6.5% |
| 1Y | -7.9% | +20.2% | -28.1% | -13.6% |
| 3Y | +40.3% | +46.5% | -6.1% | +18.0% |
| 5Y | +17.3% | +61.3% | -43.9% | -8.8% |
| All | +17.3% | +60.7% | -43.4% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling