+938.5%
IGV vs BB
+92.8%
+845.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.2% |
| 7D | +2.3% | +1.8% | +0.5% | +2.0% |
| 30D | -6.0% | +8.1% | -14.1% | -7.6% |
| 3M | -4.8% | -1.0% | -3.8% | -5.2% |
| 6M | +14.2% | +45.9% | -31.7% | +4.2% |
| YTD | -4.2% | +134.8% | -139.1% | -20.4% |
| 1Y | -5.3% | +104.6% | -109.9% | -19.5% |
| 3Y | +38.8% | +152.8% | -114.1% | +8.1% |
| 5Y | +14.2% | -17.4% | +31.6% | +5.5% |
| 10Y | +357.6% | +22.4% | +335.1% | +226.5% |
| All | +938.5% | +92.8% | +845.7% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling