+973.2%
IGV vs BWA
+1,483.1%
-509.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -3.2% |
| 7D | -4.5% | +5.7% | -10.2% | -6.4% |
| 30D | +3.2% | +1.4% | +1.8% | +2.5% |
| 3M | +4.5% | -12.1% | +16.6% | +8.5% |
| 6M | +22.1% | +28.6% | -6.4% | +9.6% |
| YTD | -1.0% | +51.1% | -52.1% | -17.8% |
| 1Y | -2.1% | +55.9% | -58.0% | -20.0% |
| 3Y | +44.6% | +70.1% | -25.6% | +10.8% |
| 5Y | +22.2% | +90.7% | -68.5% | -12.4% |
| 10Y | +364.7% | +154.0% | +210.8% | +168.4% |
| All | +973.2% | +1,483.1% | -509.9% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling