+356.3%
IGV vs BHP
+498.2%
-141.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +1.2% |
| 7D | -5.4% | -3.7% | -1.7% | -4.2% |
| 30D | -2.6% | -0.8% | -1.8% | -2.6% |
| 3M | +10.5% | +7.6% | +2.9% | +7.1% |
| 6M | +18.2% | +20.8% | -2.6% | +9.4% |
| YTD | -4.2% | +50.8% | -55.0% | -18.7% |
| 1Y | -9.8% | +70.9% | -80.7% | -27.1% |
| 3Y | +39.1% | +78.0% | -38.9% | +8.5% |
| 5Y | +21.2% | +113.1% | -91.9% | -14.3% |
| All | +356.3% | +498.2% | -141.9% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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