+309.8%
BE vs IGV
-10.1%
+319.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.6% |
| 7D | +9.0% | -2.9% | +12.0% | +10.0% |
| 30D | +16.3% | -1.5% | +17.8% | +16.3% |
| 3M | +10.8% | +11.7% | -0.9% | +5.5% |
| 6M | +73.2% | +18.4% | +54.8% | +54.2% |
| YTD | +217.4% | -3.9% | +221.3% | +309.4% |
| 1Y | +309.8% | -9.7% | +319.5% | +533.2% |
| All | +309.8% | -10.1% | +319.9% | +533.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling