+363.6%
IGV vs BLDR
+479.0%
-115.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +2.3% | -3.0% | +5.3% | +3.0% |
| 30D | -6.0% | +20.1% | -26.1% | -10.5% |
| 3M | -4.8% | -17.5% | +12.7% | -1.5% |
| 6M | +14.2% | -16.1% | +30.3% | +16.3% |
| YTD | -4.2% | -41.0% | +36.8% | +4.6% |
| 1Y | -5.3% | -41.6% | +36.3% | +3.4% |
| 3Y | +38.8% | -50.8% | +89.6% | +50.5% |
| 5Y | +14.2% | -10.8% | +25.0% | +2.8% |
| All | +363.6% | +479.0% | -115.4% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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