+356.3%
IGV vs BBWI
-57.7%
+414.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.4% |
| 7D | -5.4% | -8.0% | +2.6% | -4.2% |
| 30D | -2.6% | -6.6% | +4.0% | -1.8% |
| 3M | +10.5% | -2.7% | +13.2% | +10.4% |
| 6M | +18.2% | -12.8% | +31.0% | +19.1% |
| YTD | -4.2% | -10.5% | +6.2% | -4.2% |
| 1Y | -9.8% | -35.3% | +25.5% | -5.8% |
| 3Y | +39.1% | -47.7% | +86.9% | +45.8% |
| 5Y | +21.2% | -68.9% | +90.1% | +33.5% |
| All | +356.3% | -57.7% | +414.0% | +330.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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