+938.5%
IGV vs DIA
+765.4%
+173.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +2.3% | +2.1% | +0.2% | +0.1% |
| 30D | -6.0% | +1.5% | -7.5% | -7.5% |
| 3M | -4.8% | -2.4% | -2.4% | -2.2% |
| 6M | +14.2% | +6.0% | +8.3% | +7.4% |
| YTD | -4.2% | +10.1% | -14.3% | -13.8% |
| 1Y | -5.3% | +11.8% | -17.1% | -16.2% |
| 3Y | +38.8% | +59.7% | -20.9% | -15.4% |
| 5Y | +14.2% | +57.9% | -43.7% | -28.1% |
| 10Y | +357.6% | +236.2% | +121.3% | +25.2% |
| All | +938.5% | +765.4% | +173.1% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling