-7.5%
IGV vs DIA
+15.0%
-22.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | -1.9% |
| 7D | -7.5% | +1.6% | -9.1% | -8.7% |
| 30D | -5.6% | +4.1% | -9.7% | -9.0% |
| 3M | +1.5% | -1.0% | +2.6% | +2.6% |
| 6M | +17.1% | +9.7% | +7.5% | +8.8% |
| YTD | -2.0% | +12.2% | -14.2% | -10.3% |
| 1Y | -7.5% | +14.9% | -22.4% | -17.4% |
| All | -7.5% | +15.0% | -22.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling