-2.1%
IGV vs DD
+41.5%
-43.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -4.5% | -3.5% | -1.0% | -4.1% |
| 30D | +3.2% | -10.3% | +13.5% | +4.4% |
| 3M | +4.5% | -7.5% | +12.1% | +5.3% |
| 6M | +22.1% | -8.0% | +30.1% | +22.8% |
| YTD | -1.0% | +10.5% | -11.5% | -3.5% |
| 1Y | -2.1% | +38.3% | -40.4% | -8.1% |
| All | -2.1% | +41.5% | -43.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling