+929.7%
IGV vs BA
+376.3%
+553.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -11.0% | -8.9% | -2.0% | -8.3% |
| 3M | -4.5% | -25.5% | +21.1% | +5.5% |
| 6M | +10.1% | -27.0% | +37.0% | +21.7% |
| YTD | -5.1% | -20.1% | +15.1% | +0.9% |
| 1Y | -10.2% | -11.0% | +0.8% | -8.6% |
| 3Y | +37.7% | -11.8% | +49.6% | +35.1% |
| 5Y | +15.7% | -20.6% | +36.3% | +14.0% |
| 10Y | +357.1% | +26.6% | +330.5% | +192.2% |
| All | +929.7% | +376.3% | +553.3% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling