+363.6%
IGV vs WWD
+439.4%
-75.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | +2.3% | +4.0% | -1.6% | +1.2% |
| 30D | -6.0% | +0.4% | -6.4% | -6.3% |
| 3M | -4.8% | -7.9% | +3.1% | -2.9% |
| 6M | +14.2% | -10.6% | +24.9% | +16.3% |
| YTD | -4.2% | +9.4% | -13.6% | -9.7% |
| 1Y | -5.3% | +25.7% | -31.0% | -15.0% |
| 3Y | +38.8% | +148.5% | -109.8% | -1.3% |
| 5Y | +14.2% | +189.5% | -175.3% | -23.8% |
| All | +363.6% | +439.4% | -75.8% | +150.2% |
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