+938.5%
IGV vs IBN
+4,845.9%
-3,907.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +2.3% | +1.9% | +0.5% | +1.9% |
| 30D | -6.0% | +22.1% | -28.1% | -10.6% |
| 3M | -4.8% | +17.1% | -21.9% | -8.6% |
| 6M | +14.2% | +35.5% | -21.3% | +5.8% |
| YTD | -4.2% | +16.8% | -21.0% | -8.3% |
| 1Y | -5.3% | +12.4% | -17.7% | -8.5% |
| 3Y | +38.8% | +58.0% | -19.3% | +22.4% |
| 5Y | +14.2% | +73.7% | -59.5% | -1.4% |
| 10Y | +357.6% | +385.6% | -28.0% | +195.0% |
| All | +938.5% | +4,845.9% | -3,907.4% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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