+357.7%
IGV vs DGX
+255.3%
+102.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | -1.5% | -1.2% | -0.4% | -1.2% |
| 3M | +11.7% | +15.8% | -4.1% | +5.9% |
| 6M | +18.4% | +18.2% | +0.3% | +11.2% |
| YTD | -3.9% | +37.2% | -41.1% | -15.0% |
| 1Y | -9.7% | +30.4% | -40.0% | -18.8% |
| 3Y | +38.4% | +96.7% | -58.3% | +3.0% |
| 5Y | +21.6% | +67.2% | -45.6% | -4.2% |
| All | +357.7% | +255.3% | +102.4% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling