+265.5%
BAC vs IGV
+970.9%
-705.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +1.5% |
| 7D | +1.1% | -4.5% | +5.6% | +4.3% |
| 30D | -0.4% | +3.2% | -3.6% | -3.6% |
| 3M | +16.9% | +4.5% | +12.4% | +11.1% |
| 6M | +26.6% | +22.1% | +4.5% | +5.1% |
| YTD | +15.8% | -1.0% | +16.8% | +11.4% |
| 1Y | +27.2% | -2.1% | +29.3% | +22.6% |
| 3Y | +132.4% | +44.6% | +87.8% | +60.8% |
| 5Y | +72.6% | +22.2% | +50.4% | +28.2% |
| 10Y | +389.7% | +364.7% | +25.0% | +5.0% |
| All | +265.5% | +970.9% | -705.4% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling