+973.2%
IGV vs BN
+5,963.2%
-4,990.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.1% |
| 7D | -4.5% | -2.5% | -2.0% | -3.3% |
| 30D | +3.2% | -9.5% | +12.7% | +8.2% |
| 3M | +4.5% | -10.4% | +14.9% | +10.0% |
| 6M | +22.1% | -6.4% | +28.5% | +25.2% |
| YTD | -1.0% | -11.9% | +10.8% | +4.2% |
| 1Y | -2.1% | -8.6% | +6.5% | +1.1% |
| 3Y | +44.6% | +77.6% | -33.0% | +6.8% |
| 5Y | +22.2% | +37.0% | -14.9% | +1.2% |
| 10Y | +364.7% | +266.4% | +98.3% | +134.9% |
| All | +973.2% | +5,963.2% | -4,990.0% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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