+1,047.7%
IGV vs DG
+614.5%
+433.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -4.8% | +10.4% | -15.2% | -7.1% |
| 6M | +14.2% | +33.2% | -18.9% | +7.1% |
| YTD | -4.2% | +3.0% | -7.2% | -5.8% |
| 1Y | -5.3% | +31.2% | -36.5% | -11.6% |
| 3Y | +38.8% | +21.8% | +17.0% | +25.5% |
| 5Y | +14.2% | -35.0% | +49.2% | +21.1% |
| 10Y | +357.6% | +106.0% | +251.5% | +256.2% |
| All | +1,047.7% | +614.5% | +433.2% | +517.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling