+23.1%
IGV vs BNS
+94.7%
-71.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | 0.0% |
| 7D | -2.9% | -0.4% | -2.5% | -2.7% |
| 30D | -1.5% | +3.5% | -5.0% | -3.5% |
| 3M | +11.7% | +14.1% | -2.4% | +3.6% |
| 6M | +18.4% | +33.8% | -15.3% | 0.0% |
| YTD | -3.9% | +29.5% | -33.4% | -17.6% |
| 1Y | -9.7% | +48.4% | -58.1% | -28.7% |
| 3Y | +38.4% | +129.6% | -91.2% | -17.6% |
| All | +23.1% | +94.7% | -71.5% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling