+21.2%
IGV vs DE
+97.0%
-75.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.4% | -2.4% | -3.0% | -4.9% |
| 30D | -2.6% | +9.7% | -12.3% | -4.7% |
| 3M | +10.5% | +21.4% | -10.8% | +5.3% |
| 6M | +18.2% | +15.0% | +3.2% | +13.5% |
| YTD | -4.2% | +46.4% | -50.6% | -15.0% |
| 1Y | -9.8% | +45.6% | -55.5% | -20.0% |
| 3Y | +39.1% | +76.8% | -37.7% | +14.8% |
| 5Y | +21.2% | +99.4% | -78.2% | -5.0% |
| All | +21.2% | +97.0% | -75.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling