-9.5%
IGV vs F
-0.9%
-8.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -5.2% | +1.6% | -6.7% | -5.3% |
| 30D | -10.0% | +2.6% | -12.6% | -10.2% |
| 3M | -0.5% | -8.8% | +8.3% | +0.4% |
| 6M | +12.6% | +4.6% | +8.0% | +13.5% |
| YTD | -6.4% | -1.9% | -4.5% | -6.5% |
| 1Y | -9.5% | -0.8% | -8.8% | -9.9% |
| All | -9.5% | -0.9% | -8.6% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling