+357.1%
IGV vs BAH
+210.6%
+146.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -2.3% | +0.5% | -2.7% | -2.5% |
| 30D | -11.0% | +18.2% | -29.2% | -15.7% |
| 3M | -4.5% | +13.1% | -17.5% | -8.4% |
| 6M | +10.1% | +15.2% | -5.1% | +4.3% |
| YTD | -5.1% | +6.0% | -11.1% | -8.6% |
| 1Y | -10.2% | +3.1% | -13.3% | -13.0% |
| 3Y | +37.7% | -26.2% | +63.9% | +41.2% |
| 5Y | +15.7% | +9.3% | +6.4% | -1.5% |
| 10Y | +357.1% | +212.3% | +144.8% | +166.5% |
| All | +357.1% | +210.6% | +146.5% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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