+5.3%
WMT vs IGV
-10.1%
+15.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.4% |
| 7D | 0.0% | -2.9% | +2.9% | -0.4% |
| 30D | -7.4% | -1.5% | -5.9% | -7.5% |
| 3M | -10.9% | +11.7% | -22.5% | -9.0% |
| 6M | -12.7% | +18.4% | -31.1% | -9.7% |
| YTD | -3.2% | -3.9% | +0.7% | -4.7% |
| 1Y | +5.3% | -9.7% | +14.9% | +2.7% |
| All | +5.3% | -10.1% | +15.4% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling