+357.7%
IGV vs BTG
+159.3%
+198.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -2.9% | -3.8% | +0.8% | -2.6% |
| 30D | -1.5% | +3.6% | -5.2% | -1.9% |
| 3M | +11.7% | +32.0% | -20.3% | +8.4% |
| 6M | +18.4% | +3.4% | +15.1% | +17.1% |
| YTD | -3.9% | +20.8% | -24.7% | -6.7% |
| 1Y | -9.7% | +22.4% | -32.1% | -12.8% |
| 3Y | +38.4% | +91.7% | -53.3% | +26.4% |
| 5Y | +21.6% | +79.0% | -57.4% | +10.8% |
| All | +357.7% | +159.3% | +198.5% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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