+941.2%
IGV vs DD
+448.4%
+492.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +2.5% | +6.7% | -4.3% | -0.2% |
| 30D | -8.6% | +19.4% | -28.0% | -14.9% |
| 3M | -1.6% | +7.6% | -9.2% | -4.8% |
| 6M | +13.4% | +2.9% | +10.6% | +11.3% |
| YTD | -4.0% | +29.9% | -33.9% | -15.2% |
| 1Y | -7.6% | +28.6% | -36.3% | -18.2% |
| 3Y | +39.3% | +90.0% | -50.7% | +2.5% |
| 5Y | +14.5% | +68.1% | -53.6% | -12.4% |
| 10Y | +358.7% | +98.7% | +260.0% | +198.9% |
| All | +941.2% | +448.4% | +492.8% | +253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling