+363.6%
IGV vs BWA
+94.2%
+269.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.3% | +4.3% | -1.9% | +1.2% |
| 30D | -6.0% | -13.0% | +7.0% | -2.6% |
| 3M | -4.8% | -24.8% | +20.0% | +2.1% |
| 6M | +14.2% | -23.5% | +37.7% | +21.1% |
| YTD | -4.2% | +13.8% | -18.1% | -11.2% |
| 1Y | -5.3% | +13.4% | -18.7% | -12.2% |
| 3Y | +38.8% | +62.8% | -24.0% | +12.3% |
| 5Y | +14.2% | +28.5% | -14.3% | -3.6% |
| All | +363.6% | +94.2% | +269.3% | +225.9% |
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