+740.8%
IGV vs FANG
+1,416.0%
-675.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -5.4% | +1.2% | -6.6% | -5.5% |
| 30D | -2.6% | +2.4% | -5.0% | -3.0% |
| 3M | +10.5% | +5.1% | +5.5% | +9.4% |
| 6M | +18.2% | +16.4% | +1.8% | +15.0% |
| YTD | -4.2% | +39.0% | -43.2% | -9.3% |
| 1Y | -9.8% | +50.6% | -60.4% | -15.7% |
| 3Y | +39.1% | +46.9% | -7.8% | +28.9% |
| 5Y | +21.2% | +238.2% | -217.0% | -1.3% |
| 10Y | +361.5% | +181.3% | +180.3% | +246.6% |
| All | +740.8% | +1,416.0% | -675.1% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling