+356.3%
IGV vs DRI
+348.7%
+7.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -5.4% | -4.8% | -0.6% | -4.1% |
| 30D | -2.6% | -5.2% | +2.6% | -1.5% |
| 3M | +10.5% | +2.7% | +7.8% | +9.2% |
| 6M | +18.2% | +3.6% | +14.6% | +16.1% |
| YTD | -4.2% | +15.4% | -19.6% | -9.1% |
| 1Y | -9.8% | +1.3% | -11.1% | -11.5% |
| 3Y | +39.1% | +53.1% | -14.0% | +20.1% |
| 5Y | +21.2% | +64.6% | -43.3% | +1.8% |
| All | +356.3% | +348.7% | +7.6% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling