+1,683.3%
BE vs IGV
+38.8%
+1,644.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.3% |
| 7D | +23.9% | -1.5% | +25.5% | +25.1% |
| 30D | +27.8% | -3.0% | +30.9% | +29.4% |
| 3M | +3.7% | +9.6% | -5.8% | -5.4% |
| 6M | +78.0% | +16.1% | +61.8% | +48.3% |
| YTD | +209.9% | -3.6% | +213.5% | +213.8% |
| 1Y | +389.6% | -7.8% | +397.4% | +438.8% |
| All | +1,683.3% | +38.8% | +1,644.5% | +1,080.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling