+364.4%
IGV vs BP
+132.0%
+232.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | -1.5% | +4.0% | -5.5% | -2.3% |
| 30D | -3.0% | +7.8% | -10.9% | -4.6% |
| 3M | +9.6% | +8.4% | +1.2% | +7.3% |
| 6M | +16.1% | +15.1% | +1.1% | +11.8% |
| YTD | -3.6% | +36.4% | -40.0% | -11.0% |
| 1Y | -7.8% | +40.9% | -48.7% | -15.7% |
| 3Y | +40.0% | +38.8% | +1.1% | +27.0% |
| 5Y | +21.2% | +141.1% | -119.9% | -5.1% |
| 10Y | +364.4% | +133.9% | +230.5% | +274.3% |
| All | +364.4% | +132.0% | +232.4% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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