+1,055.7%
IGV vs BR
+1,286.0%
-230.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.6% | -0.5% |
| 7D | -3.3% | -5.9% | +2.6% | 0.0% |
| 30D | 0.0% | +1.9% | -1.9% | -1.1% |
| 3M | +7.3% | +14.7% | -7.3% | -1.0% |
| 6M | +16.7% | -12.8% | +29.5% | +25.1% |
| YTD | -2.8% | -23.0% | +20.2% | +11.1% |
| 1Y | -6.7% | -31.7% | +25.0% | +13.7% |
| 3Y | +41.1% | -4.8% | +45.9% | +41.4% |
| 5Y | +22.0% | +7.8% | +14.2% | +13.2% |
| 10Y | +357.9% | +184.1% | +173.9% | +150.3% |
| All | +1,055.7% | +1,286.0% | -230.2% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 all: compounded portfolio wealth divided by compounded BR 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…
all analysis · Full analysis span regression · 6 months rolling