+43.9%
IGV vs DOC
+20.8%
+23.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -4.5% | -1.5% | -3.0% | -4.3% |
| 30D | +3.2% | -4.8% | +8.0% | +3.9% |
| 3M | +4.5% | +6.9% | -2.4% | +3.3% |
| 6M | +22.1% | +20.7% | +1.4% | +18.0% |
| YTD | -1.0% | +34.1% | -35.2% | -6.5% |
| 1Y | -2.1% | +22.6% | -24.8% | -5.9% |
| All | +43.9% | +20.8% | +23.1% | +36.3% |
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