+99.2%
WMT vs IGV
+38.0%
+61.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -2.5% | -5.4% | +2.9% | -2.0% |
| 30D | -6.4% | -2.6% | -3.8% | -6.2% |
| 3M | -12.1% | +10.5% | -22.6% | -13.1% |
| 6M | -15.0% | +18.2% | -33.1% | -17.0% |
| YTD | -4.5% | -4.2% | -0.3% | -2.6% |
| 1Y | +6.2% | -9.8% | +16.0% | +9.6% |
| All | +99.2% | +38.0% | +61.2% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling