+357.7%
IGV vs BG
+166.7%
+191.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.6% |
| 7D | -2.9% | +3.1% | -6.0% | -3.5% |
| 30D | -1.5% | +10.2% | -11.7% | -3.4% |
| 3M | +11.7% | -1.7% | +13.4% | +11.6% |
| 6M | +18.4% | +1.0% | +17.4% | +17.5% |
| YTD | -3.9% | +39.9% | -43.8% | -10.9% |
| 1Y | -9.7% | +53.2% | -62.9% | -18.1% |
| 3Y | +38.4% | +16.3% | +22.2% | +31.3% |
| 5Y | +21.6% | +83.9% | -62.3% | +1.3% |
| All | +357.7% | +166.7% | +191.1% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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