+357.1%
IGV vs F
+77.5%
+279.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -2.3% | -0.2% | -2.0% | -2.2% |
| 30D | -11.0% | +0.9% | -11.9% | -11.3% |
| 3M | -4.5% | -11.3% | +6.9% | -1.9% |
| 6M | +10.1% | +2.0% | +8.1% | +8.2% |
| YTD | -5.1% | -3.2% | -1.9% | -6.0% |
| 1Y | -10.2% | -3.5% | -6.8% | -11.0% |
| 3Y | +37.7% | +48.1% | -10.4% | +17.3% |
| 5Y | +15.7% | -13.5% | +29.2% | +9.5% |
| 10Y | +357.1% | +72.2% | +285.0% | +230.6% |
| All | +357.1% | +77.5% | +279.6% | +230.6% |
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 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