+973.2%
IGV vs BHP
+3,356.4%
-2,383.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -4.5% | -2.9% | -1.6% | -3.5% |
| 30D | +3.2% | +3.4% | -0.2% | +1.9% |
| 3M | +4.5% | +4.1% | +0.5% | +2.5% |
| 6M | +22.1% | +20.6% | +1.5% | +12.9% |
| YTD | -1.0% | +56.1% | -57.1% | -17.0% |
| 1Y | -2.1% | +69.6% | -71.7% | -20.5% |
| 3Y | +44.6% | +78.8% | -34.2% | +13.2% |
| 5Y | +22.2% | +113.1% | -90.9% | -12.7% |
| 10Y | +364.7% | +505.9% | -141.2% | +116.1% |
| All | +973.2% | +3,356.4% | -2,383.3% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling