+22.8%
IGV vs BKR
+174.4%
-151.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.0% | +0.7% |
| 7D | -5.4% | -6.7% | +1.3% | -4.2% |
| 30D | -2.6% | -8.3% | +5.7% | -1.1% |
| 3M | +10.5% | -5.4% | +15.9% | +11.5% |
| 6M | +18.2% | +0.8% | +17.4% | +17.0% |
| YTD | -4.2% | +31.8% | -36.1% | -11.1% |
| 1Y | -9.8% | +28.6% | -38.4% | -16.0% |
| 3Y | +39.1% | +71.2% | -32.1% | +20.8% |
| All | +22.8% | +174.4% | -151.6% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling