+136.4%
BAC vs IGV
+40.9%
+95.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | +0.1% |
| 7D | +1.2% | -3.3% | +4.5% | +2.2% |
| 30D | -0.7% | 0.0% | -0.7% | -1.1% |
| 3M | +16.9% | +7.3% | +9.6% | +13.4% |
| 6M | +29.6% | +16.7% | +12.9% | +20.5% |
| YTD | +15.3% | -2.8% | +18.1% | +16.1% |
| 1Y | +28.8% | -6.7% | +35.5% | +32.0% |
| 3Y | +136.4% | +41.1% | +95.3% | +91.9% |
| All | +136.4% | +40.9% | +95.5% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling