+357.7%
IGV vs BMY
+63.7%
+294.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.9% | -4.8% | +1.8% | -1.9% |
| 30D | -1.5% | -0.1% | -1.4% | -1.5% |
| 3M | +11.7% | +13.1% | -1.4% | +8.6% |
| 6M | +18.4% | +8.4% | +10.0% | +15.8% |
| YTD | -3.9% | +22.0% | -25.9% | -8.8% |
| 1Y | -9.7% | +40.3% | -50.0% | -17.4% |
| 3Y | +38.4% | +20.5% | +17.9% | +29.6% |
| 5Y | +21.6% | +23.7% | -2.1% | +11.6% |
| All | +357.7% | +63.7% | +294.1% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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