+973.2%
IGV vs DOC
+450.2%
+523.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +4.5% | +6.9% | -2.4% | +2.1% |
| 6M | +22.1% | +20.7% | +1.4% | +13.9% |
| YTD | -1.0% | +34.1% | -35.2% | -10.9% |
| 1Y | -2.1% | +22.6% | -24.8% | -9.6% |
| 3Y | +44.6% | +20.8% | +23.7% | +31.7% |
| 5Y | +22.2% | -24.9% | +47.0% | +28.5% |
| 10Y | +364.7% | -1.8% | +366.6% | +324.8% |
| All | +973.2% | +450.2% | +523.0% | +520.8% |
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