+38.9%
IGV vs BLDR
-56.4%
+95.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -1.5% | -2.7% | +1.2% | -1.1% |
| 30D | -3.0% | -14.7% | +11.7% | -0.8% |
| 3M | +9.6% | -20.8% | +30.4% | +12.8% |
| 6M | +16.1% | -35.3% | +51.5% | +23.1% |
| YTD | -3.6% | -40.3% | +36.7% | +2.9% |
| 1Y | -7.8% | -56.3% | +48.4% | +4.2% |
| All | +38.9% | -56.4% | +95.2% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling