+17.1%
IGV vs DOC
-22.8%
+39.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | 0.0% |
| 7D | -7.5% | +8.7% | -16.2% | -9.6% |
| 30D | -5.6% | +7.6% | -13.3% | -7.6% |
| 3M | +1.5% | -5.3% | +6.8% | +2.9% |
| 6M | +17.1% | +27.6% | -10.5% | +7.7% |
| YTD | -2.0% | +32.4% | -34.4% | -11.3% |
| 1Y | -7.5% | +22.9% | -30.4% | -14.3% |
| 3Y | +48.1% | +43.1% | +5.0% | +25.0% |
| 5Y | +17.1% | -21.4% | +38.5% | +33.0% |
| All | +17.1% | -22.8% | +39.9% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling