+945.1%
IGV vs BLK
+4,507.2%
-3,562.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.2% |
| 7D | -1.5% | -2.7% | +1.1% | -0.3% |
| 30D | -3.0% | -4.8% | +1.7% | -0.8% |
| 3M | +9.6% | +6.5% | +3.1% | +6.2% |
| 6M | +16.1% | +13.1% | +3.0% | +9.0% |
| YTD | -3.6% | +1.8% | -5.4% | -5.5% |
| 1Y | -7.8% | -1.0% | -6.9% | -8.7% |
| 3Y | +40.0% | +66.0% | -26.0% | +8.9% |
| 5Y | +21.2% | +31.2% | -10.0% | +4.3% |
| 10Y | +364.4% | +278.5% | +85.9% | +148.0% |
| All | +945.1% | +4,507.2% | -3,562.2% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 all: compounded portfolio wealth divided by compounded BLK 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…
all analysis · Full analysis span regression · 6 months rolling