+38.9%
IGV vs BAX
-33.8%
+72.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | -1.5% | -5.1% | +3.6% | -0.9% |
| 30D | -3.0% | -12.2% | +9.1% | -1.6% |
| 3M | +9.6% | +21.8% | -12.2% | +7.2% |
| 6M | +16.1% | +36.3% | -20.2% | +11.8% |
| YTD | -3.6% | +27.8% | -31.4% | -6.9% |
| 1Y | -7.8% | -0.1% | -7.8% | -8.2% |
| All | +38.9% | -33.8% | +72.6% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling