+24.3%
IGV vs WMB
+274.2%
-249.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -4.5% | +0.6% | -5.1% | -4.7% |
| 30D | +3.2% | +3.3% | 0.0% | +2.2% |
| 3M | +4.5% | +3.1% | +1.4% | +3.1% |
| 6M | +22.1% | -0.7% | +22.8% | +21.4% |
| YTD | -1.0% | +25.2% | -26.2% | -9.3% |
| 1Y | -2.1% | +32.9% | -35.0% | -12.5% |
| 3Y | +44.6% | +140.6% | -96.0% | +5.2% |
| All | +24.3% | +274.2% | -249.9% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling