+991.6%
WDC vs IGV
+21.2%
+970.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.6% |
| 7D | +7.5% | -1.5% | +9.0% | +8.3% |
| 30D | +10.1% | -3.0% | +13.1% | +11.2% |
| 3M | -6.8% | +9.6% | -16.4% | -14.1% |
| 6M | +84.1% | +16.1% | +68.0% | +59.5% |
| YTD | +180.3% | -3.6% | +183.9% | +178.3% |
| 1Y | +411.1% | -7.8% | +418.9% | +429.1% |
| 3Y | +1,375.0% | +40.0% | +1,335.0% | +1,013.6% |
| 5Y | +991.6% | +21.2% | +970.3% | +687.4% |
| All | +991.6% | +21.2% | +970.4% | +687.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 5y: compounded portfolio wealth divided by compounded IGV 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…
5y analysis · Full analysis span regression · 6 months rolling