+364.8%
IGV vs BWA
+94.6%
+270.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | +2.5% | +7.3% | -4.8% | +0.6% |
| 30D | -8.6% | -15.8% | +7.2% | -4.5% |
| 3M | -1.6% | -25.7% | +24.2% | +5.8% |
| 6M | +13.4% | -19.6% | +33.0% | +18.6% |
| YTD | -4.0% | +14.1% | -18.1% | -11.0% |
| 1Y | -7.6% | +12.2% | -19.8% | -14.1% |
| 3Y | +39.3% | +63.8% | -24.6% | +12.4% |
| 5Y | +14.5% | +28.7% | -14.2% | -3.4% |
| All | +364.8% | +94.6% | +270.2% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling