+363.6%
IGV vs DLR
+188.2%
+175.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | +2.3% | +3.3% | -1.0% | +1.0% |
| 30D | -6.0% | +4.6% | -10.6% | -7.8% |
| 3M | -4.8% | -8.3% | +3.5% | -1.8% |
| 6M | +14.2% | -5.6% | +19.9% | +15.4% |
| YTD | -4.2% | +18.7% | -23.0% | -12.9% |
| 1Y | -5.3% | +17.1% | -22.4% | -13.4% |
| 3Y | +38.8% | +54.4% | -15.6% | +10.5% |
| 5Y | +14.2% | +36.5% | -22.3% | -6.3% |
| All | +363.6% | +188.2% | +175.4% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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