+38.9%
IGV vs DD
+42.2%
-3.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.1% |
| 7D | -1.5% | -3.8% | +2.2% | -0.5% |
| 30D | -3.0% | -9.2% | +6.2% | -0.4% |
| 3M | +9.6% | -9.0% | +18.6% | +12.3% |
| 6M | +16.1% | -5.0% | +21.1% | +16.7% |
| YTD | -3.6% | +7.4% | -11.0% | -7.5% |
| 1Y | -7.8% | +35.1% | -43.0% | -18.8% |
| All | +38.9% | +42.2% | -3.3% | +18.2% |
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