+38.9%
IGV vs DIA
+58.1%
-19.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | +0.1% |
| 7D | -1.5% | -1.2% | -0.3% | 0.0% |
| 30D | -3.0% | -2.7% | -0.3% | +0.2% |
| 3M | +9.6% | +3.3% | +6.3% | +5.6% |
| 6M | +16.1% | +10.4% | +5.7% | +3.1% |
| YTD | -3.6% | +10.0% | -13.6% | -14.0% |
| 1Y | -7.8% | +16.2% | -24.0% | -23.3% |
| All | +38.9% | +58.1% | -19.2% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling