+11.2%
IGV vs D
+12.5%
-1.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -5.2% | +3.0% | -8.2% | -5.3% |
| 30D | -10.0% | +11.5% | -21.5% | -10.5% |
| 3M | -0.5% | +3.7% | -4.3% | -0.7% |
| 6M | +12.6% | +13.5% | -0.9% | +11.5% |
| YTD | -6.4% | +20.7% | -27.2% | -8.1% |
| 1Y | -9.5% | +18.2% | -27.8% | -11.0% |
| 3Y | +41.7% | +73.3% | -31.6% | +28.6% |
| All | +11.2% | +12.5% | -1.3% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling