+21.2%
IGV vs BTDR
+16.5%
+4.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.2% |
| 7D | -5.4% | -3.2% | -2.2% | -5.2% |
| 30D | -2.6% | +32.7% | -35.3% | -4.5% |
| 3M | +10.5% | -28.4% | +38.9% | +11.8% |
| 6M | +18.2% | +51.7% | -33.5% | +13.2% |
| YTD | -4.2% | +2.9% | -7.1% | -6.4% |
| 1Y | -9.8% | -15.5% | +5.7% | -12.0% |
| 3Y | +39.1% | 0.0% | +39.1% | +27.1% |
| 5Y | +21.2% | +16.5% | +4.8% | +7.1% |
| All | +21.2% | +16.5% | +4.7% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling