+945.1%
IGV vs BBY
+440.8%
+504.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | -1.5% | +1.2% | -2.7% | -1.9% |
| 30D | -3.0% | +6.8% | -9.8% | -5.2% |
| 3M | +9.6% | +18.7% | -9.2% | +3.7% |
| 6M | +16.1% | +37.3% | -21.2% | +4.7% |
| YTD | -3.6% | +35.3% | -38.9% | -13.1% |
| 1Y | -7.8% | +20.7% | -28.5% | -14.5% |
| 3Y | +40.0% | +39.4% | +0.5% | +19.9% |
| 5Y | +21.2% | -1.5% | +22.7% | +12.7% |
| 10Y | +364.4% | +239.8% | +124.6% | +184.1% |
| All | +945.1% | +440.8% | +504.3% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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