+91.7%
BKNG vs IGV
+20.4%
+71.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | -10.7% | -5.4% | -5.3% | -7.7% |
| 30D | -18.1% | -2.6% | -15.5% | -17.3% |
| 3M | +8.5% | +10.5% | -2.0% | +1.3% |
| 6M | -0.1% | +18.2% | -18.2% | -11.6% |
| YTD | -18.2% | -4.2% | -14.0% | -17.8% |
| 1Y | -19.9% | -9.8% | -10.0% | -16.6% |
| 3Y | +41.6% | +39.1% | +2.5% | +9.3% |
| All | +91.7% | +20.4% | +71.2% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling