+914.8%
IGV vs D
+530.3%
+384.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | -5.2% | +3.0% | -8.2% | -6.3% |
| 30D | -10.0% | +11.5% | -21.5% | -13.8% |
| 3M | -0.5% | +3.7% | -4.3% | -2.2% |
| 6M | +12.6% | +13.5% | -0.9% | +6.4% |
| YTD | -6.4% | +20.7% | -27.2% | -14.3% |
| 1Y | -9.5% | +18.2% | -27.8% | -16.6% |
| 3Y | +41.7% | +73.3% | -31.6% | +7.9% |
| 5Y | +12.7% | +12.3% | +0.4% | +1.8% |
| 10Y | +354.1% | +43.4% | +310.7% | +243.4% |
| All | +914.8% | +530.3% | +384.5% | +257.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling