+357.9%
IGV vs F
+89.8%
+268.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.8% |
| 7D | -3.3% | +1.2% | -4.5% | -3.6% |
| 30D | 0.0% | +1.2% | -1.3% | -0.4% |
| 3M | +7.3% | -5.7% | +13.0% | +8.6% |
| 6M | +16.7% | +17.9% | -1.2% | +10.6% |
| YTD | -2.8% | +10.4% | -13.3% | -6.7% |
| 1Y | -6.7% | +25.3% | -32.0% | -13.7% |
| 3Y | +41.1% | +37.5% | +3.7% | +23.1% |
| 5Y | +22.0% | +46.5% | -24.5% | +1.9% |
| 10Y | +357.9% | +86.4% | +271.5% | +226.6% |
| All | +357.9% | +89.8% | +268.1% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded F 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling