+357.7%
IGV vs WWD
+498.2%
-140.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.1% |
| 7D | -2.9% | -2.6% | -0.3% | -2.2% |
| 30D | -1.5% | -6.9% | +5.4% | +0.4% |
| 3M | +11.7% | -13.0% | +24.7% | +15.4% |
| 6M | +18.4% | -12.5% | +30.9% | +21.0% |
| YTD | -3.9% | +11.8% | -15.8% | -9.7% |
| 1Y | -9.7% | +41.1% | -50.7% | -21.7% |
| 3Y | +38.4% | +163.1% | -124.6% | -2.8% |
| 5Y | +21.6% | +187.6% | -166.0% | -18.6% |
| All | +357.7% | +498.2% | -140.5% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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