+22.0%
IGV vs BAH
-2.8%
+24.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -3.3% | -4.3% | +1.0% | -2.3% |
| 30D | 0.0% | -4.5% | +4.4% | +1.0% |
| 3M | +7.3% | -7.6% | +15.0% | +8.9% |
| 6M | +16.7% | -10.6% | +27.3% | +19.1% |
| YTD | -2.8% | -12.6% | +9.7% | -0.9% |
| 1Y | -6.7% | -27.0% | +20.3% | -1.5% |
| 3Y | +41.1% | -31.5% | +72.6% | +42.7% |
| 5Y | +22.0% | -3.8% | +25.8% | +6.5% |
| All | +22.0% | -2.8% | +24.8% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling