+40.2%
IGV vs DD
+91.0%
-50.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -1.3% | +3.2% | -4.5% | -2.1% |
| 30D | -8.1% | +20.3% | -28.4% | -12.7% |
| 3M | -1.6% | +8.2% | -9.8% | -3.8% |
| 6M | +12.7% | +3.4% | +9.3% | +11.3% |
| YTD | -3.3% | +30.6% | -33.9% | -12.2% |
| 1Y | -7.9% | +30.6% | -38.6% | -16.4% |
| All | +40.2% | +91.0% | -50.8% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling