+22.2%
IGV vs DLR
+41.2%
-19.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -3.3% | +3.4% | -6.7% | -4.6% |
| 30D | 0.0% | -2.2% | +2.2% | +0.7% |
| 3M | +7.3% | +4.7% | +2.6% | +4.2% |
| 6M | +16.7% | +9.0% | +7.7% | +10.7% |
| YTD | -2.8% | +24.1% | -27.0% | -13.7% |
| 1Y | -6.7% | +20.9% | -27.6% | -16.3% |
| 3Y | +41.1% | +60.0% | -18.9% | +7.7% |
| All | +22.2% | +41.2% | -19.0% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling