+973.2%
IGV vs BAX
+56.4%
+916.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.6% |
| 7D | -4.5% | -1.1% | -3.4% | -4.2% |
| 30D | +3.2% | -5.5% | +8.7% | +5.0% |
| 3M | +4.5% | +33.5% | -29.0% | -5.4% |
| 6M | +22.1% | +35.9% | -13.7% | +9.0% |
| YTD | -1.0% | +35.4% | -36.4% | -12.6% |
| 1Y | -2.1% | +9.8% | -11.9% | -8.1% |
| 3Y | +44.6% | -32.7% | +77.3% | +54.2% |
| 5Y | +22.2% | -65.6% | +87.7% | +64.3% |
| 10Y | +364.7% | -34.9% | +399.6% | +384.6% |
| All | +973.2% | +56.4% | +916.8% | +690.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling