+953.6%
IGV vs WY
+144.3%
+809.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | -3.3% | -2.1% | -1.3% | -2.5% |
| 30D | 0.0% | -10.5% | +10.5% | +4.7% |
| 3M | +7.3% | -4.9% | +12.2% | +8.9% |
| 6M | +16.7% | -4.9% | +21.6% | +17.6% |
| YTD | -2.8% | -1.7% | -1.2% | -4.2% |
| 1Y | -6.7% | -9.4% | +2.7% | -5.0% |
| 3Y | +41.1% | -22.3% | +63.4% | +50.1% |
| 5Y | +22.0% | -20.5% | +42.5% | +27.9% |
| 10Y | +357.9% | +4.9% | +353.0% | +281.7% |
| All | +953.6% | +144.3% | +809.2% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling