+21.2%
IGV vs BAX
-67.6%
+88.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -1.5% | -5.1% | +3.6% | -0.7% |
| 30D | -3.0% | -12.2% | +9.1% | -1.0% |
| 3M | +9.6% | +21.8% | -12.2% | +6.1% |
| 6M | +16.1% | +36.3% | -20.2% | +10.0% |
| YTD | -3.6% | +27.8% | -31.4% | -8.4% |
| 1Y | -7.8% | -0.1% | -7.8% | -8.7% |
| 3Y | +40.0% | -33.3% | +73.3% | +47.0% |
| 5Y | +21.2% | -67.1% | +88.3% | +54.8% |
| All | +21.2% | -67.6% | +88.8% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling