+357.9%
IGV vs D
+35.9%
+322.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -3.3% | +0.8% | -4.1% | -3.5% |
| 30D | 0.0% | -0.7% | +0.7% | +0.1% |
| 3M | +7.3% | +2.1% | +5.3% | +6.7% |
| 6M | +16.7% | +6.8% | +9.9% | +14.4% |
| YTD | -2.8% | +16.5% | -19.4% | -6.9% |
| 1Y | -6.7% | +19.2% | -25.8% | -11.3% |
| 3Y | +41.1% | +61.9% | -20.7% | +20.3% |
| 5Y | +22.0% | +6.5% | +15.5% | +18.1% |
| 10Y | +357.9% | +35.3% | +322.7% | +311.7% |
| All | +357.9% | +35.9% | +322.1% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling