+973.2%
IGV vs F
+40.6%
+932.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.6% |
| 7D | -4.5% | +5.3% | -9.8% | -5.8% |
| 30D | +3.2% | +4.6% | -1.4% | +1.9% |
| 3M | +4.5% | -3.7% | +8.2% | +5.3% |
| 6M | +22.1% | +16.8% | +5.3% | +15.6% |
| YTD | -1.0% | +15.3% | -16.3% | -6.3% |
| 1Y | -2.1% | +31.0% | -33.1% | -10.9% |
| 3Y | +44.6% | +45.4% | -0.9% | +24.0% |
| 5Y | +22.2% | +54.7% | -32.5% | +0.2% |
| 10Y | +364.7% | +98.2% | +266.5% | +231.3% |
| All | +973.2% | +40.6% | +932.5% | +541.2% |
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 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