+357.1%
IGV vs DIS
+36.4%
+320.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.3% | +4.4% | -6.7% | -4.0% |
| 30D | -11.0% | +10.3% | -21.3% | -14.7% |
| 3M | -4.5% | +15.5% | -20.0% | -10.5% |
| 6M | +10.1% | +11.2% | -1.1% | +4.4% |
| YTD | -5.1% | +5.6% | -10.6% | -8.4% |
| 1Y | -10.2% | +7.7% | -18.0% | -14.4% |
| 3Y | +37.7% | +39.3% | -1.6% | +13.8% |
| 5Y | +15.7% | -29.5% | +45.2% | +25.7% |
| 10Y | +357.1% | +36.3% | +320.9% | +244.8% |
| All | +357.1% | +36.4% | +320.8% | +244.8% |
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