+38.8%
IGV vs D
+73.4%
-34.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.2% |
| 7D | +2.3% | -1.4% | +3.7% | +2.2% |
| 30D | -6.0% | +7.7% | -13.7% | -5.2% |
| 3M | -4.8% | -0.3% | -4.5% | -4.7% |
| 6M | +14.2% | +10.1% | +4.2% | +15.3% |
| YTD | -4.2% | +19.1% | -23.3% | -2.9% |
| 1Y | -5.3% | +15.9% | -21.2% | -4.0% |
| 3Y | +38.8% | +75.0% | -36.2% | +39.4% |
| All | +38.8% | +73.4% | -34.6% | +39.4% |
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