+356.3%
IGV vs WU
-39.5%
+395.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -5.4% | -5.0% | -0.4% | -3.9% |
| 30D | -2.6% | -2.3% | -0.3% | -2.0% |
| 3M | +10.5% | -3.2% | +13.7% | +10.1% |
| 6M | +18.2% | -25.0% | +43.2% | +27.7% |
| YTD | -4.2% | -21.7% | +17.4% | +1.8% |
| 1Y | -9.8% | -9.0% | -0.9% | -9.5% |
| 3Y | +39.1% | -28.9% | +68.0% | +48.3% |
| 5Y | +21.2% | -51.0% | +72.2% | +45.4% |
| All | +356.3% | -39.5% | +395.8% | +363.9% |
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