+38.8%
IGV vs BP
+49.8%
-11.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +2.3% | +2.6% | -0.3% | +2.1% |
| 30D | -6.0% | -6.4% | +0.4% | -5.5% |
| 3M | -4.8% | +8.0% | -12.8% | -5.7% |
| 6M | +14.2% | +6.0% | +8.2% | +13.3% |
| YTD | -4.2% | +36.5% | -40.7% | -9.8% |
| 1Y | -5.3% | +31.7% | -37.0% | -10.1% |
| 3Y | +38.8% | +48.6% | -9.8% | +27.9% |
| All | +38.8% | +49.8% | -11.1% | +27.9% |
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