+27.0%
IGV vs BTDR
+26.7%
+0.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.2% | -2.0% |
| 7D | -3.3% | +22.4% | -25.7% | -4.6% |
| 30D | 0.0% | +16.5% | -16.5% | -1.3% |
| 3M | +7.3% | -31.5% | +38.8% | +8.9% |
| 6M | +16.7% | +74.0% | -57.3% | +10.8% |
| YTD | -2.8% | +13.0% | -15.9% | -5.6% |
| 1Y | -6.7% | -0.2% | -6.4% | -9.8% |
| 3Y | +41.1% | +9.9% | +31.2% | +28.2% |
| 5Y | +22.0% | +28.1% | -6.1% | +7.6% |
| All | +27.0% | +26.7% | +0.3% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling