+23.1%
IGV vs DKNG
-60.7%
+83.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.8% |
| 7D | -2.9% | +3.0% | -6.0% | -3.7% |
| 30D | -1.5% | -3.0% | +1.5% | -1.0% |
| 3M | +11.7% | -17.6% | +29.3% | +16.4% |
| 6M | +18.4% | -3.2% | +21.7% | +17.5% |
| YTD | -3.9% | -28.2% | +24.3% | +2.2% |
| 1Y | -9.7% | -46.1% | +36.4% | +2.7% |
| 3Y | +38.4% | -22.2% | +60.6% | +37.2% |
| All | +23.1% | -60.7% | +83.8% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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