+364.4%
IGV vs FDS
+72.8%
+291.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.9% |
| 7D | -1.5% | -8.8% | +7.3% | +3.0% |
| 30D | -3.0% | -1.4% | -1.7% | -2.4% |
| 3M | +9.6% | +13.9% | -4.3% | +1.4% |
| 6M | +16.1% | +27.4% | -11.3% | +0.8% |
| YTD | -3.6% | -2.5% | -1.2% | -4.9% |
| 1Y | -7.8% | -23.8% | +15.9% | +2.1% |
| 3Y | +40.0% | -32.5% | +72.5% | +63.0% |
| 5Y | +21.2% | -23.2% | +44.4% | +30.7% |
| 10Y | +364.4% | +76.4% | +288.0% | +223.9% |
| All | +364.4% | +72.8% | +291.6% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling