+953.6%
IGV vs BTI
+2,688.8%
-1,735.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | -3.3% | -1.4% | -1.9% | -2.9% |
| 30D | 0.0% | -7.0% | +7.0% | +2.0% |
| 3M | +7.3% | -6.3% | +13.7% | +9.0% |
| 6M | +16.7% | -2.0% | +18.7% | +16.2% |
| YTD | -2.8% | +0.2% | -3.0% | -4.3% |
| 1Y | -6.7% | +3.8% | -10.5% | -9.3% |
| 3Y | +41.1% | +112.1% | -70.9% | +7.1% |
| 5Y | +22.0% | +113.6% | -91.6% | -8.8% |
| 10Y | +357.9% | +69.6% | +288.3% | +254.0% |
| All | +953.6% | +2,688.8% | -1,735.2% | +569.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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