+911.5%
BE vs IGV
+171.5%
+740.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.6% | +9.9% |
| 7D | +20.0% | -4.5% | +24.5% | +25.9% |
| 30D | +7.9% | +3.2% | +4.7% | +1.7% |
| 3M | -13.2% | +4.5% | -17.7% | -20.5% |
| 6M | +53.5% | +22.1% | +31.3% | +9.2% |
| YTD | +191.0% | -1.0% | +192.1% | +166.3% |
| 1Y | +360.5% | -2.1% | +362.6% | +341.6% |
| 3Y | +1,568.0% | +44.6% | +1,523.4% | +846.0% |
| 5Y | +1,055.2% | +22.2% | +1,033.0% | +763.5% |
| All | +911.5% | +171.5% | +740.0% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling