+941.2%
IGV vs F
+15.9%
+925.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | 0.0% |
| 7D | +2.5% | -3.9% | +6.3% | +3.5% |
| 30D | -8.6% | -0.5% | -8.1% | -8.6% |
| 3M | -1.6% | -12.9% | +11.3% | +1.7% |
| 6M | +13.4% | +1.5% | +11.9% | +11.5% |
| YTD | -4.0% | -5.0% | +1.0% | -4.5% |
| 1Y | -7.6% | -7.3% | -0.3% | -7.5% |
| 3Y | +39.3% | +45.3% | -6.0% | +19.4% |
| 5Y | +14.5% | -15.8% | +30.3% | +10.7% |
| 10Y | +358.7% | +64.2% | +294.6% | +243.1% |
| All | +941.2% | +15.9% | +925.3% | +553.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling