+938.6%
IGV vs DHI
+2,036.6%
-1,098.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | -5.4% | -6.1% | +0.7% | -3.8% |
| 30D | -2.6% | -10.1% | +7.5% | 0.0% |
| 3M | +10.5% | -7.3% | +17.8% | +12.2% |
| 6M | +18.2% | -6.1% | +24.3% | +19.0% |
| YTD | -4.2% | -5.0% | +0.8% | -4.4% |
| 1Y | -9.8% | -22.1% | +12.3% | -5.6% |
| 3Y | +39.1% | +19.2% | +19.9% | +25.4% |
| 5Y | +21.2% | +59.4% | -38.2% | -0.2% |
| 10Y | +361.5% | +401.8% | -40.3% | +167.3% |
| All | +938.6% | +2,036.6% | -1,098.0% | +126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling