+953.6%
IGV vs DE
+5,216.3%
-4,262.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | -3.3% | +0.7% | -4.0% | -3.6% |
| 30D | 0.0% | +9.6% | -9.7% | -4.0% |
| 3M | +7.3% | +19.0% | -11.6% | -0.6% |
| 6M | +16.7% | +16.1% | +0.7% | +8.1% |
| YTD | -2.8% | +47.0% | -49.9% | -19.1% |
| 1Y | -6.7% | +43.1% | -49.8% | -21.7% |
| 3Y | +41.1% | +77.5% | -36.4% | +6.3% |
| 5Y | +22.0% | +96.4% | -74.4% | -14.8% |
| 10Y | +357.9% | +852.9% | -494.9% | +51.5% |
| All | +953.6% | +5,216.3% | -4,262.7% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling