+23.1%
IGV vs DHI
+61.2%
-38.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | -2.9% | -3.4% | +0.5% | -2.0% |
| 30D | -1.5% | -5.4% | +3.9% | -0.1% |
| 3M | +11.7% | -10.4% | +22.1% | +14.6% |
| 6M | +18.4% | -2.8% | +21.2% | +17.9% |
| YTD | -3.9% | -3.4% | -0.5% | -4.9% |
| 1Y | -9.7% | -22.9% | +13.2% | -4.4% |
| 3Y | +38.4% | +20.7% | +17.7% | +14.0% |
| All | +23.1% | +61.2% | -38.1% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 5y: compounded portfolio wealth divided by compounded DHI 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…
5y analysis · Full analysis span regression · 6 months rolling