+41.1%
IGV vs DG
+10.3%
+30.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.7% |
| 7D | -3.3% | -2.5% | -0.9% | -3.2% |
| 30D | 0.0% | +1.0% | -1.0% | -0.1% |
| 3M | +7.3% | +20.3% | -13.0% | +6.9% |
| 6M | +16.7% | -11.7% | +28.5% | +16.0% |
| YTD | -2.8% | -2.3% | -0.5% | -3.2% |
| 1Y | -6.7% | +20.0% | -26.7% | -6.6% |
| 3Y | +41.1% | +7.2% | +33.9% | +48.8% |
| All | +41.1% | +10.3% | +30.8% | +48.8% |
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