+357.7%
IGV vs DE
+863.9%
-506.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.9% | -2.6% | -0.4% | -2.2% |
| 30D | -1.5% | +9.0% | -10.5% | -4.4% |
| 3M | +11.7% | +19.1% | -7.5% | +5.1% |
| 6M | +18.4% | +14.4% | +4.0% | +12.0% |
| YTD | -3.9% | +45.9% | -49.9% | -17.2% |
| 1Y | -9.7% | +43.6% | -53.3% | -21.9% |
| 3Y | +38.4% | +75.9% | -37.4% | +9.6% |
| 5Y | +21.6% | +98.8% | -77.2% | -10.5% |
| All | +357.7% | +863.9% | -506.1% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling