+973.2%
IGV vs BA
+483.1%
+490.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.5% |
| 7D | -4.5% | +1.2% | -5.7% | -4.9% |
| 30D | +3.2% | -11.6% | +14.9% | +7.9% |
| 3M | +4.5% | -2.4% | +6.9% | +4.9% |
| 6M | +22.1% | -6.6% | +28.7% | +23.7% |
| YTD | -1.0% | -2.2% | +1.2% | -1.7% |
| 1Y | -2.1% | -8.0% | +5.9% | -1.0% |
| 3Y | +44.6% | -5.0% | +49.6% | +39.0% |
| 5Y | +22.2% | -2.7% | +24.9% | +12.2% |
| 10Y | +364.7% | +75.9% | +288.8% | +160.7% |
| All | +973.2% | +483.1% | +490.1% | +166.2% |
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 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