+214.5%
BAC vs IGV
+356.9%
-142.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | 0.0% |
| 7D | +1.5% | +2.5% | -1.0% | +0.3% |
| 30D | -6.4% | -8.6% | +2.2% | -2.5% |
| 3M | -21.7% | -1.6% | -20.1% | -21.8% |
| 6M | +0.5% | +13.4% | -13.0% | -7.5% |
| YTD | -6.7% | -4.0% | -2.7% | -7.4% |
| 1Y | -4.7% | -7.6% | +3.0% | -3.5% |
| 3Y | +96.1% | +39.3% | +56.8% | +56.4% |
| 5Y | +21.7% | +14.5% | +7.2% | +5.5% |
| All | +214.5% | +356.9% | -142.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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