+21.9%
BAC vs IGV
+13.6%
+8.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.3% |
| 7D | +2.0% | -0.4% | +2.4% | +2.2% |
| 30D | -6.9% | -9.9% | +3.0% | -3.4% |
| 3M | -19.6% | -1.2% | -18.4% | -19.8% |
| 6M | -0.5% | +11.3% | -11.8% | -6.1% |
| YTD | -6.6% | -4.0% | -2.6% | -6.7% |
| 1Y | -3.0% | -7.3% | +4.4% | -1.6% |
| 3Y | +97.3% | +42.8% | +54.5% | +63.0% |
| 5Y | +21.9% | +13.7% | +8.2% | -2.3% |
| All | +21.9% | +13.6% | +8.3% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling