+362.3%
IGV vs BP
+133.4%
+228.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -8.1% | -3.1% | -5.0% | -7.7% |
| 3M | -1.6% | +6.2% | -7.8% | -3.2% |
| 6M | +12.7% | +4.8% | +8.0% | +10.9% |
| YTD | -3.3% | +35.2% | -38.4% | -10.6% |
| 1Y | -7.9% | +27.4% | -35.3% | -13.9% |
| 3Y | +40.3% | +49.8% | -9.4% | +25.0% |
| 5Y | +17.3% | +109.4% | -92.1% | -5.0% |
| 10Y | +362.3% | +135.7% | +226.6% | +291.7% |
| All | +362.3% | +133.4% | +228.9% | +291.7% |
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