+129.6%
IGV vs DT
+75.7%
+53.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +2.3% | +3.1% | -0.8% | +1.0% |
| 30D | -6.0% | -29.5% | +23.5% | +8.5% |
| 3M | -4.8% | -11.7% | +6.9% | -0.4% |
| 6M | +14.2% | +29.0% | -14.8% | +1.0% |
| YTD | -4.2% | +3.4% | -7.6% | -7.6% |
| 1Y | -5.3% | -4.2% | -1.0% | -5.7% |
| 3Y | +38.8% | -12.8% | +51.6% | +40.9% |
| 5Y | +14.2% | -39.6% | +53.8% | +25.7% |
| All | +129.6% | +75.7% | +53.9% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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