+137.3%
IGV vs DT
+103.5%
+33.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.5% |
| 7D | -4.5% | -3.3% | -1.2% | -3.1% |
| 30D | +3.2% | +2.0% | +1.2% | +2.3% |
| 3M | +4.5% | +20.0% | -15.5% | -3.8% |
| 6M | +22.1% | +39.3% | -17.2% | +4.7% |
| YTD | -1.0% | +19.8% | -20.8% | -9.6% |
| 1Y | -2.1% | +4.3% | -6.4% | -5.7% |
| 3Y | +44.6% | +7.7% | +36.9% | +35.1% |
| 5Y | +22.2% | -26.8% | +49.0% | +24.8% |
| All | +137.3% | +103.5% | +33.7% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling