+1,003.0%
BE vs IGV
+163.5%
+839.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.3% |
| 7D | +9.0% | -2.9% | +12.0% | +12.7% |
| 30D | +16.3% | -1.5% | +17.8% | +16.3% |
| 3M | +10.8% | +11.7% | -0.9% | -6.9% |
| 6M | +73.2% | +18.4% | +54.8% | +28.1% |
| YTD | +217.4% | -3.9% | +221.3% | +200.0% |
| 1Y | +309.8% | -9.7% | +319.5% | +333.3% |
| 3Y | +1,726.2% | +38.4% | +1,687.7% | +990.2% |
| 5Y | +1,306.2% | +21.6% | +1,284.6% | +949.4% |
| All | +1,003.0% | +163.5% | +839.5% | +269.7% |
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