+938.6%
IGV vs DGX
+809.8%
+128.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | -5.4% | -3.5% | -1.9% | -4.1% |
| 30D | -2.6% | -2.7% | +0.1% | -1.7% |
| 3M | +10.5% | +13.9% | -3.4% | +4.8% |
| 6M | +18.2% | +16.0% | +2.2% | +11.0% |
| YTD | -4.2% | +34.9% | -39.2% | -15.6% |
| 1Y | -9.8% | +30.6% | -40.4% | -19.9% |
| 3Y | +39.1% | +93.0% | -53.9% | +3.6% |
| 5Y | +21.2% | +64.4% | -43.2% | -4.6% |
| 10Y | +361.5% | +248.1% | +113.4% | +158.6% |
| All | +938.6% | +809.8% | +128.8% | +255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling