+42.8%
IGV vs DRI
+70.6%
-27.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | -0.4% | +3.1% | -3.5% | -0.9% |
| 30D | -9.9% | +16.2% | -26.2% | -11.9% |
| 3M | -1.2% | +8.4% | -9.6% | -2.6% |
| 6M | +11.3% | +19.0% | -7.7% | +7.8% |
| YTD | -4.0% | +28.8% | -32.8% | -9.5% |
| 1Y | -7.3% | +33.1% | -40.4% | -13.6% |
| 3Y | +42.8% | +70.8% | -28.0% | +23.4% |
| All | +42.8% | +70.6% | -27.8% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling