+437.1%
IGV vs GDDY
+381.9%
+55.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.7% |
| 7D | -5.4% | -7.0% | +1.6% | -2.9% |
| 30D | -2.6% | +6.2% | -8.8% | -5.3% |
| 3M | +10.5% | +20.0% | -9.5% | +0.5% |
| 6M | +18.2% | +6.8% | +11.3% | +12.2% |
| YTD | -4.2% | -22.3% | +18.1% | +2.3% |
| 1Y | -9.8% | -33.5% | +23.7% | +2.2% |
| 3Y | +39.1% | +29.2% | +9.9% | +18.3% |
| 5Y | +21.2% | +28.1% | -6.9% | +3.0% |
| 10Y | +361.5% | +200.2% | +161.3% | +221.3% |
| All | +437.1% | +381.9% | +55.2% | +270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling