+21.2%
IGV vs DD
+59.3%
-38.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.2% |
| 7D | -1.5% | -3.8% | +2.2% | -0.1% |
| 30D | -3.0% | -9.2% | +6.2% | +0.6% |
| 3M | +9.6% | -9.0% | +18.6% | +13.3% |
| 6M | +16.1% | -5.0% | +21.1% | +16.9% |
| YTD | -3.6% | +7.4% | -11.0% | -8.6% |
| 1Y | -7.8% | +35.1% | -43.0% | -21.8% |
| 3Y | +40.0% | +43.2% | -3.2% | +11.6% |
| 5Y | +21.2% | +59.6% | -38.4% | -9.0% |
| All | +21.2% | +59.3% | -38.1% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling