+357.7%
IGV vs BKR
+125.3%
+232.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -2.9% | -7.0% | +4.1% | -1.6% |
| 30D | -1.5% | -8.1% | +6.6% | 0.0% |
| 3M | +11.7% | -6.6% | +18.3% | +12.9% |
| 6M | +18.4% | +0.9% | +17.6% | +17.3% |
| YTD | -3.9% | +31.1% | -35.0% | -10.2% |
| 1Y | -9.7% | +27.7% | -37.4% | -15.3% |
| 3Y | +38.4% | +71.2% | -32.8% | +20.9% |
| 5Y | +21.6% | +177.6% | -156.0% | -5.8% |
| All | +357.7% | +125.3% | +232.5% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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