+38.4%
IGV vs BTDR
+4.4%
+34.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | 0.0% |
| 7D | -2.9% | -3.4% | +0.5% | -2.7% |
| 30D | -1.5% | +32.6% | -34.1% | -3.7% |
| 3M | +11.7% | -32.2% | +43.9% | +13.8% |
| 6M | +18.4% | +52.4% | -33.9% | +12.4% |
| YTD | -3.9% | +6.7% | -10.6% | -6.8% |
| 1Y | -9.7% | -15.2% | +5.6% | -12.3% |
| 3Y | +38.4% | +14.9% | +23.5% | +21.2% |
| All | +38.4% | +4.4% | +34.1% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling