+914.8%
IGV vs F
+19.7%
+895.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -5.2% | +1.6% | -6.7% | -5.6% |
| 30D | -10.0% | +2.6% | -12.6% | -10.8% |
| 3M | -0.5% | -8.8% | +8.3% | +1.6% |
| 6M | +12.6% | +4.6% | +8.0% | +9.8% |
| YTD | -6.4% | -1.9% | -4.5% | -7.7% |
| 1Y | -9.5% | -0.8% | -8.8% | -11.1% |
| 3Y | +41.7% | +43.5% | -1.8% | +21.9% |
| 5Y | +12.7% | -12.1% | +24.7% | +7.6% |
| 10Y | +354.1% | +83.6% | +270.4% | +229.3% |
| All | +914.8% | +19.7% | +895.1% | +531.3% |
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