+357.7%
IGV vs BSX
+83.9%
+273.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.9% | -10.1% | +7.2% | +1.5% |
| 30D | -1.5% | -16.4% | +14.9% | +5.9% |
| 3M | +11.7% | -8.9% | +20.6% | +15.2% |
| 6M | +18.4% | -38.3% | +56.7% | +43.4% |
| YTD | -3.9% | -54.9% | +51.0% | +33.3% |
| 1Y | -9.7% | -58.8% | +49.1% | +30.6% |
| 3Y | +38.4% | -21.2% | +59.7% | +42.7% |
| 5Y | +21.6% | -3.3% | +24.9% | +11.6% |
| All | +357.7% | +83.9% | +273.8% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 10y: compounded portfolio wealth divided by compounded BSX 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…
10y analysis · Full analysis span regression · 6 months rolling