+941.2%
IGV vs DRI
+2,243.7%
-1,302.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | -8.6% | +10.8% | -19.4% | -11.5% |
| 3M | -1.6% | +0.9% | -2.5% | -2.3% |
| 6M | +13.4% | +16.3% | -2.9% | +7.3% |
| YTD | -4.0% | +27.8% | -31.8% | -12.5% |
| 1Y | -7.6% | +33.9% | -41.5% | -17.1% |
| 3Y | +39.3% | +67.2% | -27.9% | +14.6% |
| 5Y | +14.5% | +79.0% | -64.5% | -8.2% |
| 10Y | +358.7% | +332.2% | +26.6% | +147.8% |
| All | +941.2% | +2,243.7% | -1,302.5% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling