+22.0%
IGV vs DAR
-8.5%
+30.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.8% | -2.4% |
| 7D | -3.3% | -0.9% | -2.4% | -3.2% |
| 30D | 0.0% | +13.0% | -13.0% | -2.8% |
| 3M | +7.3% | +15.0% | -7.6% | +3.7% |
| 6M | +16.7% | +26.8% | -10.1% | +10.1% |
| YTD | -2.8% | +86.4% | -89.3% | -16.2% |
| 1Y | -6.7% | +115.1% | -121.8% | -22.7% |
| 3Y | +41.1% | +14.6% | +26.5% | +34.0% |
| 5Y | +22.0% | -8.8% | +30.8% | +18.0% |
| All | +22.0% | -8.5% | +30.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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