+357.1%
IGV vs WMB
+265.8%
+91.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -2.3% | -6.9% | +4.6% | -0.5% |
| 30D | -11.0% | -7.2% | -3.8% | -9.4% |
| 3M | -4.5% | -5.4% | +1.0% | -3.5% |
| 6M | +10.1% | -4.9% | +15.0% | +10.4% |
| YTD | -5.1% | +14.7% | -19.7% | -10.3% |
| 1Y | -10.2% | +14.7% | -24.9% | -15.2% |
| 3Y | +37.7% | +116.4% | -78.6% | +7.5% |
| 5Y | +15.7% | +198.5% | -182.9% | -18.0% |
| 10Y | +357.1% | +266.3% | +90.8% | +185.9% |
| All | +357.1% | +265.8% | +91.3% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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