+833.4%
WMT vs IGV
+951.3%
-117.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | +0.1% | -3.3% | +3.4% | +1.1% |
| 30D | -5.0% | 0.0% | -4.9% | -5.2% |
| 3M | -11.3% | +7.3% | -18.6% | -13.6% |
| 6M | -13.8% | +16.7% | -30.5% | -18.8% |
| YTD | -4.2% | -2.8% | -1.4% | -5.0% |
| 1Y | +4.6% | -6.7% | +11.2% | +4.6% |
| 3Y | +100.5% | +41.1% | +59.4% | +73.4% |
| 5Y | +129.7% | +22.0% | +107.7% | +102.7% |
| 10Y | +423.4% | +357.9% | +65.5% | +182.3% |
| All | +833.4% | +951.3% | -117.9% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling