+363.5%
IGV vs DOC
-2.1%
+365.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | -4.5% | -1.5% | -3.0% | -4.1% |
| 30D | +3.2% | -4.8% | +8.0% | +4.6% |
| 3M | +4.5% | +6.9% | -2.4% | +2.2% |
| 6M | +22.1% | +20.7% | +1.4% | +14.2% |
| YTD | -1.0% | +34.1% | -35.2% | -10.7% |
| 1Y | -2.1% | +22.6% | -24.8% | -9.3% |
| 3Y | +44.6% | +20.8% | +23.7% | +32.0% |
| 5Y | +22.2% | -24.9% | +47.0% | +29.4% |
| All | +363.5% | -2.1% | +365.6% | +346.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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