+21.2%
IGV vs DVA
+40.8%
-19.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -2.6% | +1.7% | -4.3% | -2.7% |
| 3M | +10.5% | -8.7% | +19.2% | +11.0% |
| 6M | +18.2% | +19.7% | -1.5% | +16.0% |
| YTD | -4.2% | +59.6% | -63.8% | -9.2% |
| 1Y | -9.8% | +37.1% | -46.9% | -12.8% |
| 3Y | +39.1% | +89.8% | -50.7% | +26.9% |
| 5Y | +21.2% | +47.4% | -26.2% | +12.8% |
| All | +21.2% | +40.8% | -19.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling