+973.2%
IGV vs DD
+366.5%
+606.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -4.5% | -3.5% | -1.0% | -3.2% |
| 30D | +3.2% | -10.3% | +13.5% | +7.6% |
| 3M | +4.5% | -7.5% | +12.1% | +7.5% |
| 6M | +22.1% | -8.0% | +30.1% | +24.7% |
| YTD | -1.0% | +10.5% | -11.5% | -6.5% |
| 1Y | -2.1% | +38.3% | -40.4% | -16.0% |
| 3Y | +44.6% | +42.5% | +2.1% | +19.5% |
| 5Y | +22.2% | +60.2% | -38.0% | -4.8% |
| 10Y | +364.7% | +68.9% | +295.9% | +223.9% |
| All | +973.2% | +366.5% | +606.7% | +289.6% |
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