+17.3%
IGV vs BWA
+32.2%
-14.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | -1.3% | +1.7% | -3.0% | -1.7% |
| 30D | -8.1% | -14.6% | +6.5% | -4.6% |
| 3M | -1.6% | -26.2% | +24.6% | +5.6% |
| 6M | +12.7% | -18.4% | +31.2% | +17.0% |
| YTD | -3.3% | +14.7% | -17.9% | -11.7% |
| 1Y | -7.9% | +13.3% | -21.2% | -15.7% |
| 3Y | +40.3% | +64.7% | -24.4% | +7.9% |
| 5Y | +17.3% | +32.2% | -14.8% | -12.2% |
| All | +17.3% | +32.2% | -14.9% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling