+130.3%
IGV vs DT
+100.3%
+30.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -2.9% | -1.6% | -1.3% | -2.3% |
| 30D | -1.5% | +3.0% | -4.6% | -2.8% |
| 3M | +11.7% | +26.5% | -14.8% | +0.4% |
| 6M | +18.4% | +35.9% | -17.5% | +2.7% |
| YTD | -3.9% | +17.8% | -21.8% | -11.7% |
| 1Y | -9.7% | +4.1% | -13.7% | -12.7% |
| 3Y | +38.4% | +5.3% | +33.1% | +30.7% |
| 5Y | +21.6% | -27.2% | +48.8% | +24.6% |
| All | +130.3% | +100.3% | +30.1% | +55.4% |
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