+849.1%
IGV vs BAH
+1,074.5%
-225.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.1% |
| 7D | -0.4% | -1.5% | +1.1% | 0.0% |
| 30D | -9.9% | +17.3% | -27.2% | -14.4% |
| 3M | -1.2% | +14.9% | -16.1% | -5.7% |
| 6M | +11.3% | +14.2% | -2.9% | +5.8% |
| YTD | -4.0% | +5.1% | -9.1% | -7.2% |
| 1Y | -7.3% | +2.1% | -9.4% | -9.8% |
| 3Y | +42.8% | -26.0% | +68.7% | +46.9% |
| 5Y | +13.7% | +9.0% | +4.7% | +0.4% |
| 10Y | +354.8% | +208.8% | +146.0% | +183.6% |
| All | +849.1% | +1,074.5% | -225.4% | +275.5% |
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 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