-7.9%
IGV vs D
+16.5%
-24.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +1.7% |
| 7D | -1.3% | -2.4% | +1.1% | -2.1% |
| 30D | -8.1% | +9.0% | -17.1% | -5.3% |
| 3M | -1.6% | +1.0% | -2.6% | -1.2% |
| 6M | +12.7% | +11.0% | +1.8% | +16.5% |
| YTD | -3.3% | +19.8% | -23.0% | +5.4% |
| 1Y | -7.9% | +16.0% | -23.9% | -0.5% |
| All | -7.9% | +16.5% | -24.4% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling