+343.0%
IGV vs BA
+33.2%
+309.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | -5.2% | +1.1% | -6.3% | -5.5% |
| 30D | -10.0% | -7.9% | -2.1% | -8.3% |
| 3M | -0.5% | -25.3% | +24.8% | +6.9% |
| 6M | +12.6% | -24.6% | +37.2% | +20.2% |
| YTD | -6.4% | -20.1% | +13.7% | -2.1% |
| 1Y | -9.5% | -11.8% | +2.2% | -8.0% |
| 3Y | +41.7% | -10.1% | +51.8% | +39.4% |
| 5Y | +12.7% | -22.7% | +35.4% | +12.0% |
| All | +343.0% | +33.2% | +309.8% | +331.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling