+3,047.2%
DELL vs IGV
+360.2%
+2,687.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.3% | -6.9% | -7.0% |
| 7D | +4.9% | +2.3% | +2.5% | +3.2% |
| 30D | -32.1% | -6.0% | -26.1% | -28.1% |
| 3M | -30.2% | -4.8% | -25.4% | -27.4% |
| 6M | +41.7% | +14.2% | +27.5% | +29.5% |
| YTD | +176.6% | -4.2% | +180.8% | +184.9% |
| 1Y | +159.9% | -5.3% | +165.2% | +170.3% |
| 3Y | +388.0% | +38.8% | +349.2% | +291.9% |
| 5Y | +578.2% | +14.2% | +564.0% | +509.5% |
| 10Y | +2,653.4% | +357.6% | +2,295.8% | +708.0% |
| All | +3,047.2% | +360.2% | +2,687.0% | +818.2% |
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