+364.4%
IGV vs HD
+203.3%
+161.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | -1.5% | -1.8% | +0.3% | -0.6% |
| 30D | -3.0% | -10.8% | +7.8% | +3.0% |
| 3M | +9.6% | -2.7% | +12.2% | +10.5% |
| 6M | +16.1% | -10.3% | +26.4% | +21.5% |
| YTD | -3.6% | -7.8% | +4.2% | -1.2% |
| 1Y | -7.8% | -23.1% | +15.3% | +4.4% |
| 3Y | +40.0% | +2.0% | +38.0% | +31.1% |
| 5Y | +21.2% | +6.2% | +15.0% | +8.8% |
| 10Y | +364.4% | +210.2% | +154.3% | +139.6% |
| All | +364.4% | +203.3% | +161.1% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling