-11.4%
IGV vs GDDY
-11.2%
-0.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.7% |
| 7D | -8.3% | +13.4% | -21.7% | -11.0% |
| 30D | -10.9% | +22.3% | -33.3% | -15.4% |
| 3M | -2.3% | +30.9% | -33.2% | -9.2% |
| 6M | +12.2% | +37.3% | -25.1% | +0.9% |
| YTD | -6.3% | -3.2% | -3.1% | -4.1% |
| 1Y | -11.4% | -9.8% | -1.6% | -7.5% |
| All | -11.4% | -11.2% | -0.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling