+38.4%
IGV vs FANG
+45.3%
-6.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.9% | +2.9% | -5.8% | -3.3% |
| 30D | -1.5% | +2.6% | -4.1% | -1.9% |
| 3M | +11.7% | +7.6% | +4.1% | +10.2% |
| 6M | +18.4% | +17.3% | +1.1% | +14.7% |
| YTD | -3.9% | +38.7% | -42.6% | -10.1% |
| 1Y | -9.7% | +51.6% | -61.3% | -17.3% |
| 3Y | +38.4% | +50.0% | -11.5% | +27.5% |
| All | +38.4% | +45.3% | -6.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 3y: compounded portfolio wealth divided by compounded FANG 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…
3y analysis · Full analysis span regression · 6 months rolling