+354.8%
IGV vs D
+42.1%
+312.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | -9.9% | +10.7% | -20.7% | -12.0% |
| 3M | -1.2% | +2.3% | -3.5% | -1.8% |
| 6M | +11.3% | +12.5% | -1.2% | +8.0% |
| YTD | -4.0% | +20.1% | -24.1% | -8.7% |
| 1Y | -7.3% | +15.6% | -22.9% | -11.1% |
| 3Y | +42.8% | +75.2% | -32.4% | +19.3% |
| 5Y | +13.7% | +14.6% | -0.9% | +7.8% |
| 10Y | +354.8% | +43.8% | +311.0% | +304.8% |
| All | +354.8% | +42.1% | +312.7% | +304.8% |
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