+916.1%
IGV vs DOC
+441.7%
+474.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.3% |
| 7D | -8.3% | +6.2% | -14.5% | -10.0% |
| 30D | -10.9% | +6.5% | -17.4% | -12.8% |
| 3M | -2.3% | -6.2% | +4.0% | -0.6% |
| 6M | +12.2% | +25.6% | -13.4% | +3.2% |
| YTD | -6.3% | +32.1% | -38.4% | -15.4% |
| 1Y | -11.4% | +20.3% | -31.7% | -17.7% |
| 3Y | +41.5% | +42.7% | -1.2% | +22.3% |
| 5Y | +12.8% | -22.2% | +35.0% | +17.2% |
| 10Y | +354.7% | +16.5% | +338.1% | +293.7% |
| All | +916.1% | +441.7% | +474.4% | +489.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling