+23.1%
IGV vs GDDY
+29.8%
-6.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | -0.4% |
| 7D | -2.9% | -3.2% | +0.3% | -1.7% |
| 30D | -1.5% | +6.8% | -8.3% | -4.9% |
| 3M | +11.7% | +30.5% | -18.8% | -4.1% |
| 6M | +18.4% | +13.3% | +5.1% | +8.2% |
| YTD | -3.9% | -21.0% | +17.0% | +4.0% |
| 1Y | -9.7% | -34.0% | +24.3% | +7.1% |
| 3Y | +38.4% | +33.1% | +5.4% | +4.1% |
| All | +23.1% | +29.8% | -6.6% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling