+41.1%
IGV vs BP
+36.5%
+4.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.3% | -2.1% |
| 7D | -3.3% | +0.9% | -4.2% | -3.4% |
| 30D | 0.0% | +9.1% | -9.2% | -1.0% |
| 3M | +7.3% | +3.9% | +3.4% | +6.9% |
| 6M | +16.7% | +13.6% | +3.1% | +14.1% |
| YTD | -2.8% | +34.0% | -36.9% | -8.0% |
| 1Y | -6.7% | +39.2% | -45.8% | -12.6% |
| 3Y | +41.1% | +36.4% | +4.7% | +30.7% |
| All | +41.1% | +36.5% | +4.7% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling