+356.3%
IGV vs WY
+7.2%
+349.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | +0.3% |
| 7D | -5.4% | -3.7% | -1.7% | -4.1% |
| 30D | -2.6% | -11.3% | +8.7% | +1.6% |
| 3M | +10.5% | -8.1% | +18.7% | +13.4% |
| 6M | +18.2% | -7.4% | +25.6% | +20.1% |
| YTD | -4.2% | -4.7% | +0.5% | -4.3% |
| 1Y | -9.8% | -9.2% | -0.6% | -8.5% |
| 3Y | +39.1% | -24.7% | +63.8% | +48.8% |
| 5Y | +21.2% | -21.6% | +42.8% | +27.8% |
| All | +356.3% | +7.2% | +349.1% | +308.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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