+984.2%
IGV vs BTG
+378.0%
+606.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.7% |
| 7D | -3.3% | +4.8% | -8.1% | -3.6% |
| 30D | 0.0% | +8.3% | -8.4% | -0.5% |
| 3M | +7.3% | +32.3% | -25.0% | +5.3% |
| 6M | +16.7% | +3.0% | +13.8% | +15.9% |
| YTD | -2.8% | +21.9% | -24.8% | -4.6% |
| 1Y | -6.7% | +28.2% | -34.8% | -8.8% |
| 3Y | +41.1% | +99.9% | -58.8% | +33.3% |
| 5Y | +22.0% | +73.6% | -51.6% | +15.5% |
| 10Y | +357.9% | +136.5% | +221.4% | +321.9% |
| All | +984.2% | +378.0% | +606.2% | +806.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling