+22.2%
IGV vs DIA
+64.2%
-42.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.4% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | 0.0% | -2.1% | +2.0% | +2.8% |
| 3M | +7.3% | +4.2% | +3.2% | +1.8% |
| 6M | +16.7% | +11.9% | +4.8% | +0.6% |
| YTD | -2.8% | +10.8% | -13.7% | -15.3% |
| 1Y | -6.7% | +17.5% | -24.2% | -24.8% |
| 3Y | +41.1% | +59.9% | -18.8% | -25.6% |
| All | +22.2% | +64.2% | -42.0% | -37.1% |
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