+38.8%
IGV vs BP
+51.6%
-12.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.3% |
| 7D | +2.3% | +3.8% | -1.5% | +2.0% |
| 30D | -6.0% | -5.3% | -0.7% | -5.6% |
| 3M | -4.8% | +9.3% | -14.0% | -5.8% |
| 6M | +14.2% | +7.2% | +7.0% | +13.2% |
| YTD | -4.2% | +38.0% | -42.3% | -9.9% |
| 1Y | -5.3% | +33.2% | -38.5% | -10.2% |
| 3Y | +38.8% | +50.3% | -11.5% | +27.8% |
| All | +38.8% | +51.6% | -12.8% | +27.8% |
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