+929.7%
IGV vs DRI
+2,251.5%
-1,321.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.3% | +4.2% | -6.5% | -3.5% |
| 30D | -11.0% | +15.7% | -26.6% | -15.0% |
| 3M | -4.5% | +5.8% | -10.2% | -6.5% |
| 6M | +10.1% | +18.4% | -8.3% | +3.6% |
| YTD | -5.1% | +28.2% | -33.3% | -13.5% |
| 1Y | -10.2% | +35.9% | -46.1% | -19.9% |
| 3Y | +37.7% | +67.7% | -30.0% | +13.2% |
| 5Y | +15.7% | +77.9% | -62.2% | -7.1% |
| 10Y | +357.1% | +338.7% | +18.4% | +145.7% |
| All | +929.7% | +2,251.5% | -1,321.8% | +132.7% |
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