+19.5%
IGV vs BTSG
+493.4%
-473.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +2.3% | +6.0% | -3.7% | +1.3% |
| 30D | -6.0% | +12.4% | -18.4% | -8.0% |
| 3M | -4.8% | +18.2% | -23.0% | -7.9% |
| 6M | +14.2% | +26.0% | -11.8% | +7.6% |
| YTD | -4.2% | +90.1% | -94.4% | -18.0% |
| 1Y | -5.3% | +124.3% | -129.6% | -21.9% |
| All | +19.5% | +493.4% | -473.9% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling