+364.8%
IGV vs BB
+24.8%
+340.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.2% |
| 7D | +2.5% | +9.0% | -6.5% | +0.8% |
| 30D | -8.6% | +7.7% | -16.3% | -10.1% |
| 3M | -1.6% | +4.0% | -5.6% | -2.9% |
| 6M | +13.4% | +46.6% | -33.2% | +3.2% |
| YTD | -4.0% | +140.6% | -144.6% | -20.9% |
| 1Y | -7.6% | +103.1% | -110.7% | -21.7% |
| 3Y | +39.3% | +150.5% | -111.3% | +8.3% |
| 5Y | +14.5% | -15.4% | +29.9% | +3.2% |
| All | +364.8% | +24.8% | +340.0% | +219.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling