+953.6%
IGV vs DVA
+2,361.0%
-1,407.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | -3.3% | +2.2% | -5.5% | -3.8% |
| 30D | 0.0% | -2.0% | +2.0% | +0.4% |
| 3M | +7.3% | -6.3% | +13.6% | +8.2% |
| 6M | +16.7% | +19.4% | -2.7% | +9.6% |
| YTD | -2.8% | +58.5% | -61.3% | -16.5% |
| 1Y | -6.7% | +33.9% | -40.5% | -16.3% |
| 3Y | +41.1% | +88.4% | -47.3% | +11.2% |
| 5Y | +22.0% | +39.5% | -17.5% | +0.8% |
| 10Y | +357.9% | +179.5% | +178.5% | +184.1% |
| All | +953.6% | +2,361.0% | -1,407.4% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling