+363.6%
IGV vs WU
-38.9%
+402.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.7% |
| 7D | +2.3% | -2.0% | +4.4% | +2.9% |
| 30D | -6.0% | +11.4% | -17.4% | -9.4% |
| 3M | -4.8% | -6.8% | +2.0% | -3.2% |
| 6M | +14.2% | -14.6% | +28.9% | +18.0% |
| YTD | -4.2% | -20.6% | +16.4% | +0.9% |
| 1Y | -5.3% | -15.4% | +10.1% | -2.5% |
| 3Y | +38.8% | -23.6% | +62.4% | +44.0% |
| 5Y | +14.2% | -43.4% | +57.6% | +29.6% |
| All | +363.6% | -38.9% | +402.5% | +361.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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