+17.3%
IGV vs DLR
+39.4%
-22.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -1.3% | -2.0% | +0.7% | -0.4% |
| 30D | -8.1% | +0.5% | -8.7% | -8.4% |
| 3M | -1.6% | -4.4% | +2.8% | -0.2% |
| 6M | +12.7% | -6.4% | +19.2% | +14.4% |
| YTD | -3.3% | +19.5% | -22.7% | -13.0% |
| 1Y | -7.9% | +10.5% | -18.4% | -14.1% |
| 3Y | +40.3% | +54.0% | -13.7% | +8.3% |
| 5Y | +17.3% | +39.7% | -22.4% | -6.1% |
| All | +17.3% | +39.4% | -22.1% | -6.1% |
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