+9.4%
IGV vs BIYA
-99.8%
+109.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.5% | +2.7% | -4.3% | -1.5% |
| 30D | -3.0% | -16.7% | +13.6% | -3.0% |
| 3M | +9.6% | -74.6% | +84.2% | +9.2% |
| 6M | +16.1% | -85.4% | +101.5% | +15.4% |
| YTD | -3.6% | -94.2% | +90.6% | -3.8% |
| 1Y | -7.8% | -98.6% | +90.7% | -6.4% |
| All | +9.4% | -99.8% | +109.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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