+849.1%
IGV vs BAH
+1,079.0%
-229.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +2.5% | -2.6% | +5.0% | +3.2% |
| 30D | -8.6% | +20.4% | -28.9% | -13.8% |
| 3M | -1.6% | +11.9% | -13.4% | -5.3% |
| 6M | +13.4% | +17.1% | -3.7% | +7.0% |
| YTD | -4.0% | +5.5% | -9.5% | -7.3% |
| 1Y | -7.6% | +5.6% | -13.2% | -11.1% |
| 3Y | +39.3% | -26.5% | +65.8% | +43.7% |
| 5Y | +14.5% | +6.5% | +8.0% | +2.0% |
| 10Y | +358.7% | +203.0% | +155.7% | +187.6% |
| All | +849.1% | +1,079.0% | -229.9% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling