+356.3%
IGV vs BLDR
+372.1%
-15.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.3% |
| 7D | -5.4% | -8.1% | +2.7% | -3.6% |
| 30D | -2.6% | -21.5% | +18.9% | +2.7% |
| 3M | +10.5% | -21.0% | +31.5% | +15.4% |
| 6M | +18.2% | -37.1% | +55.2% | +29.1% |
| YTD | -4.2% | -42.7% | +38.5% | +6.2% |
| 1Y | -9.8% | -58.0% | +48.1% | +7.2% |
| 3Y | +39.1% | -57.8% | +97.0% | +57.7% |
| 5Y | +21.2% | +10.3% | +10.9% | +5.3% |
| All | +356.3% | +372.1% | -15.8% | +174.7% |
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