+22.0%
IGV vs BEN
+38.1%
-16.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | -1.5% | +3.4% | -4.9% | -3.0% |
| 30D | -3.0% | +1.8% | -4.8% | -3.9% |
| 3M | +9.6% | +8.4% | +1.2% | +5.5% |
| 6M | +16.1% | +35.6% | -19.5% | +0.4% |
| YTD | -3.6% | +46.4% | -50.0% | -19.8% |
| 1Y | -7.8% | +46.3% | -54.2% | -23.5% |
| 3Y | +40.0% | +54.6% | -14.6% | +8.5% |
| All | +22.0% | +38.1% | -16.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling