+25.6%
IGV vs BTDR
+19.6%
+6.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.1% |
| 7D | -2.9% | -3.4% | +0.5% | -2.7% |
| 30D | -1.5% | +32.6% | -34.1% | -3.4% |
| 3M | +11.7% | -32.2% | +43.9% | +13.4% |
| 6M | +18.4% | +52.4% | -33.9% | +13.4% |
| YTD | -3.9% | +6.7% | -10.6% | -6.4% |
| 1Y | -9.7% | -15.2% | +5.6% | -11.8% |
| 3Y | +38.4% | +14.9% | +23.5% | +26.0% |
| 5Y | +21.6% | +20.8% | +0.8% | +7.6% |
| All | +25.6% | +19.6% | +6.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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