-7.5%
IGV vs DG
+45.3%
-52.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.5% | -7.6% | -0.5% |
| 7D | -7.5% | +12.3% | -19.7% | -9.3% |
| 30D | -5.6% | +19.3% | -24.9% | -8.9% |
| 3M | +1.5% | +11.9% | -10.3% | -0.9% |
| 6M | +17.1% | +25.0% | -7.9% | +11.4% |
| YTD | -2.0% | +8.7% | -10.7% | -5.1% |
| 1Y | -7.5% | +44.7% | -52.2% | -14.7% |
| All | -7.5% | +45.3% | -52.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling