+4,770.1%
DELL vs IGV
+366.8%
+4,403.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +3.3% |
| 7D | +25.6% | -3.3% | +28.9% | +28.4% |
| 30D | +17.7% | 0.0% | +17.7% | +16.9% |
| 3M | +33.4% | +7.3% | +26.1% | +24.8% |
| 6M | +266.2% | +16.7% | +249.5% | +223.4% |
| YTD | +328.0% | -2.8% | +330.8% | +332.6% |
| 1Y | +339.6% | -6.7% | +346.3% | +359.1% |
| 3Y | +694.6% | +41.1% | +653.5% | +524.4% |
| 5Y | +1,122.0% | +22.0% | +1,100.0% | +931.3% |
| 10Y | +4,062.5% | +357.9% | +3,704.5% | +1,111.8% |
| All | +4,770.1% | +366.8% | +4,403.3% | +1,294.2% |
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