-12.0%
BE vs IGV
-1.8%
-10.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.2% | -3.7% |
| 7D | -13.4% | -2.3% | -11.1% | -11.8% |
| 30D | -33.9% | -11.0% | -22.9% | -31.9% |
| 3M | -12.0% | -4.5% | -7.5% | -6.3% |
| All | -12.0% | -1.8% | -10.1% | -6.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling