+678.3%
DELL vs IGV
+38.8%
+639.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +1.0% |
| 7D | +8.7% | -1.5% | +10.3% | +10.2% |
| 30D | +16.9% | -3.0% | +19.9% | +19.3% |
| 3M | +40.4% | +9.6% | +30.9% | +26.3% |
| 6M | +267.1% | +16.1% | +250.9% | +217.4% |
| YTD | +329.1% | -3.6% | +332.7% | +348.0% |
| 1Y | +346.9% | -7.8% | +354.8% | +390.2% |
| All | +678.3% | +38.8% | +639.5% | +492.4% |
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 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