+973.2%
IGV vs DRI
+2,112.3%
-1,139.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -4.5% | +0.6% | -5.1% | -4.7% |
| 30D | +3.2% | +3.8% | -0.6% | +1.8% |
| 3M | +4.5% | +13.0% | -8.5% | 0.0% |
| 6M | +22.1% | +8.3% | +13.8% | +18.0% |
| YTD | -1.0% | +20.6% | -21.7% | -8.0% |
| 1Y | -2.1% | +6.5% | -8.6% | -5.8% |
| 3Y | +44.6% | +53.7% | -9.1% | +22.2% |
| 5Y | +22.2% | +72.7% | -50.5% | -1.0% |
| 10Y | +364.7% | +363.2% | +1.6% | +144.9% |
| All | +973.2% | +2,112.3% | -1,139.2% | +147.6% |
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