+356.3%
IGV vs DKS
+199.2%
+157.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -5.4% | -4.7% | -0.6% | -4.5% |
| 30D | -2.6% | -35.1% | +32.4% | +4.7% |
| 3M | +10.5% | -37.7% | +48.2% | +19.6% |
| 6M | +18.2% | -30.7% | +48.9% | +24.4% |
| YTD | -4.2% | -31.9% | +27.7% | +0.9% |
| 1Y | -9.8% | -40.0% | +30.2% | -2.7% |
| 3Y | +39.1% | +28.4% | +10.7% | +24.9% |
| 5Y | +21.2% | +12.4% | +8.8% | +7.1% |
| All | +356.3% | +199.2% | +157.1% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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