+941.2%
IGV vs BBWI
+385.8%
+555.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | 0.0% |
| 7D | +2.5% | -4.5% | +7.0% | +3.6% |
| 30D | -8.6% | +17.1% | -25.7% | -12.4% |
| 3M | -1.6% | +17.5% | -19.0% | -6.4% |
| 6M | +13.4% | +12.8% | +0.6% | +7.8% |
| YTD | -4.0% | +8.2% | -12.1% | -9.2% |
| 1Y | -7.6% | -1.8% | -5.8% | -11.7% |
| 3Y | +39.3% | -25.8% | +65.0% | +35.5% |
| 5Y | +14.5% | -68.0% | +82.5% | +32.8% |
| 10Y | +358.7% | -47.6% | +406.3% | +292.8% |
| All | +941.2% | +385.8% | +555.4% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling