+707.7%
BE vs IGV
+163.4%
+544.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.7% |
| 7D | +20.5% | +2.5% | +18.1% | +17.8% |
| 30D | -23.4% | -8.6% | -14.8% | -13.8% |
| 3M | -14.9% | -1.6% | -13.3% | -14.2% |
| 6M | -28.1% | +13.4% | -41.5% | -41.7% |
| YTD | +132.4% | -4.0% | +136.4% | +121.4% |
| 1Y | +59.4% | -7.6% | +67.0% | +63.4% |
| 3Y | +1,815.8% | +39.3% | +1,776.6% | +1,043.8% |
| 5Y | +491.3% | +14.5% | +476.8% | +379.2% |
| All | +707.7% | +163.4% | +544.4% | +172.8% |
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