+973.2%
IGV vs DIS
+405.1%
+568.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.3% |
| 7D | -4.5% | -2.6% | -1.9% | -3.2% |
| 30D | +3.2% | +3.5% | -0.3% | +1.1% |
| 3M | +4.5% | +6.8% | -2.3% | +0.4% |
| 6M | +22.1% | +3.0% | +19.1% | +19.0% |
| YTD | -1.0% | -6.7% | +5.7% | +1.0% |
| 1Y | -2.1% | -10.1% | +8.0% | +1.4% |
| 3Y | +44.6% | +33.0% | +11.5% | +17.6% |
| 5Y | +22.2% | -40.0% | +62.1% | +49.0% |
| 10Y | +364.7% | +21.1% | +343.7% | +253.5% |
| All | +973.2% | +405.1% | +568.0% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling