+357.7%
IGV vs BAX
-38.1%
+395.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -2.9% | -7.9% | +4.9% | -0.7% |
| 30D | -1.5% | -11.7% | +10.1% | +1.8% |
| 3M | +11.7% | +16.2% | -4.5% | +6.6% |
| 6M | +18.4% | +32.0% | -13.5% | +8.4% |
| YTD | -3.9% | +24.7% | -28.6% | -11.8% |
| 1Y | -9.7% | -2.6% | -7.0% | -11.0% |
| 3Y | +38.4% | -35.0% | +73.4% | +49.8% |
| 5Y | +21.6% | -67.6% | +89.1% | +75.4% |
| All | +357.7% | -38.1% | +395.9% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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