+357.1%
IGV vs HD
+253.5%
+103.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -2.3% | +5.2% | -7.5% | -4.9% |
| 30D | -11.0% | +20.7% | -31.7% | -19.8% |
| 3M | -4.5% | +0.8% | -5.3% | -5.5% |
| 6M | +10.1% | +12.2% | -2.1% | +1.9% |
| YTD | -5.1% | +4.2% | -9.3% | -9.4% |
| 1Y | -10.2% | -2.6% | -7.7% | -11.3% |
| 3Y | +37.7% | +30.0% | +7.7% | +11.5% |
| 5Y | +15.7% | +8.1% | +7.6% | +2.9% |
| 10Y | +357.1% | +247.2% | +110.0% | +123.1% |
| All | +357.1% | +253.5% | +103.6% | +123.1% |
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