+964.8%
IGV vs BG
+1,181.2%
-216.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.5% | +0.5% | -2.1% | -1.7% |
| 30D | -3.0% | +10.3% | -13.4% | -5.4% |
| 3M | +9.6% | -1.9% | +11.5% | +9.4% |
| 6M | +16.1% | +5.2% | +10.9% | +13.7% |
| YTD | -3.6% | +41.2% | -44.8% | -12.3% |
| 1Y | -7.8% | +50.5% | -58.4% | -17.9% |
| 3Y | +40.0% | +19.9% | +20.1% | +29.5% |
| 5Y | +21.2% | +86.7% | -65.5% | -1.9% |
| 10Y | +364.4% | +167.5% | +196.9% | +222.2% |
| All | +964.8% | +1,181.2% | -216.3% | +406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling