+354.8%
IGV vs DIS
+40.1%
+314.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.7% |
| 7D | -0.4% | +5.3% | -5.7% | -2.6% |
| 30D | -9.9% | +10.2% | -20.2% | -13.7% |
| 3M | -1.2% | +13.5% | -14.7% | -6.8% |
| 6M | +11.3% | +11.1% | +0.2% | +5.6% |
| YTD | -4.0% | +5.5% | -9.5% | -7.4% |
| 1Y | -7.3% | +9.1% | -16.4% | -12.1% |
| 3Y | +42.8% | +36.0% | +6.8% | +19.2% |
| 5Y | +13.7% | -29.8% | +43.5% | +23.7% |
| 10Y | +354.8% | +36.6% | +318.2% | +240.9% |
| All | +354.8% | +40.1% | +314.7% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 10y: compounded portfolio wealth divided by compounded DIS 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…
10y analysis · Full analysis span regression · 6 months rolling