+41.9%
IGV vs DOC
+43.2%
-1.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.4% |
| 7D | -8.3% | +6.2% | -14.5% | -9.0% |
| 30D | -10.9% | +6.5% | -17.4% | -11.7% |
| 3M | -2.3% | -6.2% | +4.0% | -1.4% |
| 6M | +12.2% | +25.6% | -13.4% | +7.7% |
| YTD | -6.3% | +32.1% | -38.4% | -11.1% |
| 1Y | -11.4% | +20.3% | -31.7% | -14.4% |
| All | +41.9% | +43.2% | -1.3% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling