+1,086.0%
IGV vs DG
+606.1%
+480.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.5% |
| 7D | -4.5% | +8.4% | -12.9% | -6.1% |
| 30D | +3.2% | +4.9% | -1.7% | +2.1% |
| 3M | +4.5% | +29.3% | -24.8% | -1.1% |
| 6M | +22.1% | -11.3% | +33.4% | +24.4% |
| YTD | -1.0% | +1.8% | -2.8% | -2.1% |
| 1Y | -2.1% | +25.3% | -27.4% | -7.6% |
| 3Y | +44.6% | +9.1% | +35.5% | +34.8% |
| 5Y | +22.2% | -34.9% | +57.0% | +29.7% |
| 10Y | +364.7% | +108.2% | +256.6% | +261.7% |
| All | +1,086.0% | +606.1% | +480.0% | +541.5% |
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