+43.9%
IGV vs D
+58.5%
-14.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.3% |
| 7D | -4.5% | +1.5% | -6.0% | -4.4% |
| 30D | +3.2% | -2.6% | +5.8% | +3.0% |
| 3M | +4.5% | 0.0% | +4.5% | +4.5% |
| 6M | +22.1% | +7.4% | +14.8% | +22.5% |
| YTD | -1.0% | +15.9% | -16.9% | -0.5% |
| 1Y | -2.1% | +18.1% | -20.2% | -1.7% |
| All | +43.9% | +58.5% | -14.6% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling