+949.2%
IGV vs D
+525.4%
+423.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.1% |
| 7D | -1.3% | -2.4% | +1.1% | -0.4% |
| 30D | -8.1% | +9.0% | -17.1% | -11.3% |
| 3M | -1.6% | +1.0% | -2.6% | -2.3% |
| 6M | +12.7% | +11.0% | +1.8% | +7.4% |
| YTD | -3.3% | +19.8% | -23.0% | -11.1% |
| 1Y | -7.9% | +16.0% | -23.9% | -14.5% |
| 3Y | +40.3% | +74.4% | -34.0% | +6.6% |
| 5Y | +17.3% | +13.5% | +3.8% | +5.4% |
| 10Y | +362.3% | +48.4% | +313.9% | +243.3% |
| All | +949.2% | +525.4% | +423.8% | +270.7% |
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