+17.3%
IGV vs DIA
+58.3%
-41.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.2% |
| 7D | -1.3% | -1.6% | +0.3% | +0.8% |
| 30D | -8.1% | +1.3% | -9.4% | -9.7% |
| 3M | -1.6% | -2.1% | +0.4% | +1.0% |
| 6M | +12.7% | +6.2% | +6.5% | +4.2% |
| YTD | -3.3% | +10.3% | -13.6% | -15.3% |
| 1Y | -7.9% | +11.0% | -18.9% | -20.1% |
| 3Y | +40.3% | +60.4% | -20.0% | -26.9% |
| 5Y | +17.3% | +59.1% | -41.8% | -37.6% |
| All | +17.3% | +58.3% | -41.0% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling