+22.8%
IGV vs BTG
+77.4%
-54.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -5.4% | -5.5% | +0.1% | -4.7% |
| 30D | -2.6% | +6.1% | -8.7% | -3.5% |
| 3M | +10.5% | +38.6% | -28.1% | +5.2% |
| 6M | +18.2% | +0.7% | +17.5% | +16.8% |
| YTD | -4.2% | +20.3% | -24.6% | -8.2% |
| 1Y | -9.8% | +25.0% | -34.9% | -14.7% |
| 3Y | +39.1% | +97.3% | -58.2% | +19.6% |
| All | +22.8% | +77.4% | -54.6% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling