+356.3%
IGV vs BAH
+207.1%
+149.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.8% | -5.4% | -2.1% |
| 7D | -5.4% | +2.4% | -7.8% | -6.1% |
| 30D | -2.6% | -2.9% | +0.3% | -1.8% |
| 3M | +10.5% | -1.3% | +11.9% | +10.4% |
| 6M | +18.2% | -0.9% | +19.1% | +17.5% |
| YTD | -4.2% | -8.2% | +4.0% | -3.2% |
| 1Y | -9.8% | -24.0% | +14.2% | -3.9% |
| 3Y | +39.1% | -28.1% | +67.2% | +42.5% |
| 5Y | +21.2% | +2.5% | +18.7% | +4.7% |
| All | +356.3% | +207.1% | +149.2% | +179.3% |
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