+357.7%
IGV vs BDX
+59.3%
+298.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -2.9% | -3.2% | +0.2% | -1.8% |
| 30D | -1.5% | -2.5% | +1.0% | -0.7% |
| 3M | +11.7% | +21.4% | -9.7% | +3.9% |
| 6M | +18.4% | +10.4% | +8.0% | +13.7% |
| YTD | -3.9% | +18.8% | -22.8% | -10.8% |
| 1Y | -9.7% | +21.7% | -31.3% | -17.1% |
| 3Y | +38.4% | -10.0% | +48.4% | +40.3% |
| 5Y | +21.6% | -1.8% | +23.4% | +16.7% |
| All | +357.7% | +59.3% | +298.4% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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