+1,328.6%
IGV vs DLR
+3,595.6%
-2,267.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.5% | +1.6% | -6.1% | -5.0% |
| 30D | +3.2% | -3.4% | +6.6% | +4.4% |
| 3M | +4.5% | +0.5% | +4.0% | +3.6% |
| 6M | +22.1% | +4.6% | +17.6% | +18.9% |
| YTD | -1.0% | +23.4% | -24.5% | -9.5% |
| 1Y | -2.1% | +19.0% | -21.1% | -9.5% |
| 3Y | +44.6% | +56.5% | -12.0% | +19.5% |
| 5Y | +22.2% | +33.3% | -11.2% | +5.2% |
| 10Y | +364.7% | +165.1% | +199.6% | +206.9% |
| All | +1,328.6% | +3,595.6% | -2,267.0% | +317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling