+364.4%
IGV vs FDX
+173.3%
+191.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -1.5% | -2.3% | +0.8% | -0.7% |
| 30D | -3.0% | -4.9% | +1.9% | -1.4% |
| 3M | +9.6% | -6.5% | +16.0% | +11.6% |
| 6M | +16.1% | +6.7% | +9.5% | +12.3% |
| YTD | -3.6% | +33.9% | -37.5% | -14.5% |
| 1Y | -7.8% | +72.2% | -80.0% | -25.5% |
| 3Y | +40.0% | +60.2% | -20.3% | +11.8% |
| 5Y | +21.2% | +62.9% | -41.7% | -6.9% |
| 10Y | +364.4% | +178.8% | +185.6% | +165.6% |
| All | +364.4% | +173.3% | +191.1% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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