+357.7%
IGV vs WTW
+198.0%
+159.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -2.9% | -5.7% | +2.8% | -0.4% |
| 30D | -1.5% | -7.3% | +5.7% | +1.6% |
| 3M | +11.7% | +21.5% | -9.8% | +2.0% |
| 6M | +18.4% | +9.6% | +8.8% | +12.5% |
| YTD | -3.9% | -3.3% | -0.6% | -4.4% |
| 1Y | -9.7% | -6.1% | -3.5% | -9.1% |
| 3Y | +38.4% | +61.8% | -23.4% | +3.3% |
| 5Y | +21.6% | +42.7% | -21.1% | -4.0% |
| All | +357.7% | +198.0% | +159.7% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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