+973.2%
IGV vs FDS
+1,580.0%
-606.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -0.6% |
| 7D | -4.5% | -1.9% | -2.6% | -3.6% |
| 30D | +3.2% | +9.0% | -5.8% | -0.8% |
| 3M | +4.5% | +18.9% | -14.3% | -4.6% |
| 6M | +22.1% | +35.1% | -13.0% | +4.4% |
| YTD | -1.0% | +5.5% | -6.5% | -5.8% |
| 1Y | -2.1% | -16.8% | +14.7% | +2.5% |
| 3Y | +44.6% | -28.1% | +72.6% | +60.2% |
| 5Y | +22.2% | -17.4% | +39.6% | +26.6% |
| 10Y | +364.7% | +85.4% | +279.3% | +223.7% |
| All | +973.2% | +1,580.0% | -606.9% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling