-9.9%
IGV vs BTSG
+110.1%
-120.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | +0.2% |
| 7D | -5.4% | -5.8% | +0.4% | -4.7% |
| 30D | -2.6% | 0.0% | -2.6% | -2.8% |
| 3M | +10.5% | -4.5% | +15.0% | +9.2% |
| 6M | +18.2% | +40.0% | -21.8% | +6.5% |
| YTD | -4.2% | +54.6% | -58.8% | -15.8% |
| All | -9.9% | +110.1% | -120.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling