+38.9%
IGV vs WMB
+145.3%
-106.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.5% | 0.0% | -1.5% | -1.6% |
| 30D | -3.0% | +4.6% | -7.6% | -3.9% |
| 3M | +9.6% | +5.7% | +3.8% | +7.9% |
| 6M | +16.1% | +4.2% | +11.9% | +14.3% |
| YTD | -3.6% | +26.8% | -30.5% | -11.2% |
| 1Y | -7.8% | +34.7% | -42.5% | -17.3% |
| All | +38.9% | +145.3% | -106.5% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling