+17.3%
IGV vs BP
+108.0%
-90.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | -8.1% | -3.1% | -5.0% | -7.8% |
| 3M | -1.6% | +6.2% | -7.8% | -2.8% |
| 6M | +12.7% | +4.8% | +8.0% | +11.4% |
| YTD | -3.3% | +35.2% | -38.4% | -9.8% |
| 1Y | -7.9% | +27.4% | -35.3% | -13.1% |
| 3Y | +40.3% | +49.8% | -9.4% | +26.1% |
| 5Y | +17.3% | +109.4% | -92.1% | -3.5% |
| All | +17.3% | +108.0% | -90.7% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling