+914.8%
IGV vs WM
+1,288.5%
-373.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.9% |
| 7D | -5.2% | +1.2% | -6.4% | -5.9% |
| 30D | -10.0% | +13.1% | -23.1% | -16.0% |
| 3M | -0.5% | +3.6% | -4.2% | -3.0% |
| 6M | +12.6% | +8.1% | +4.5% | +6.5% |
| YTD | -6.4% | +8.9% | -15.3% | -12.4% |
| 1Y | -9.5% | +20.3% | -29.9% | -19.9% |
| 3Y | +41.7% | +46.2% | -4.5% | +9.7% |
| 5Y | +12.7% | +59.9% | -47.2% | -18.2% |
| 10Y | +354.1% | +345.6% | +8.5% | +78.4% |
| All | +914.8% | +1,288.5% | -373.8% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling