+38.8%
IGV vs DG
+21.7%
+17.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | -6.0% | +3.2% | -9.2% | -6.1% |
| 3M | -4.8% | +10.4% | -15.2% | -5.1% |
| 6M | +14.2% | +33.2% | -18.9% | +13.5% |
| YTD | -4.2% | +3.0% | -7.2% | -4.8% |
| 1Y | -5.3% | +31.2% | -36.5% | -5.2% |
| 3Y | +38.8% | +21.8% | +17.0% | +41.1% |
| All | +38.8% | +21.7% | +17.1% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling