-2.1%
IGV vs BB
+105.3%
-107.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | -5.6% | +1.1% | -3.5% |
| 30D | +3.2% | -11.8% | +15.0% | +5.4% |
| 3M | +4.5% | -25.5% | +30.1% | +9.2% |
| 6M | +22.1% | +121.3% | -99.2% | -1.0% |
| YTD | -1.0% | +103.2% | -104.2% | -18.3% |
| 1Y | -2.1% | +102.6% | -104.7% | -16.6% |
| All | -2.1% | +105.3% | -107.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling