+354.8%
IGV vs F
+88.0%
+266.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | -9.9% | +2.9% | -12.8% | -10.7% |
| 3M | -1.2% | -9.5% | +8.3% | +1.0% |
| 6M | +11.3% | +4.0% | +7.3% | +8.9% |
| YTD | -4.0% | -1.3% | -2.7% | -5.3% |
| 1Y | -7.3% | -1.9% | -5.4% | -8.5% |
| 3Y | +42.8% | +53.5% | -10.7% | +20.5% |
| 5Y | +13.7% | -15.1% | +28.8% | +8.0% |
| 10Y | +354.8% | +81.0% | +273.8% | +229.2% |
| All | +354.8% | +88.0% | +266.8% | +229.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling