+362.3%
IGV vs D
+47.5%
+314.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | -1.3% | -2.4% | +1.1% | -0.8% |
| 30D | -8.1% | +9.0% | -17.1% | -9.9% |
| 3M | -1.6% | +1.0% | -2.6% | -2.0% |
| 6M | +12.7% | +11.0% | +1.8% | +9.7% |
| YTD | -3.3% | +19.8% | -23.0% | -7.9% |
| 1Y | -7.9% | +16.0% | -23.9% | -11.7% |
| 3Y | +40.3% | +74.4% | -34.0% | +17.5% |
| 5Y | +17.3% | +13.5% | +3.8% | +11.6% |
| 10Y | +362.3% | +48.4% | +313.9% | +308.8% |
| All | +362.3% | +47.5% | +314.8% | +308.8% |
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