+357.1%
IGV vs FDX
+155.6%
+201.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.3% | +0.5% | -2.7% | -2.4% |
| 30D | -11.0% | +9.5% | -20.5% | -13.7% |
| 3M | -4.5% | -1.3% | -3.1% | -4.2% |
| 6M | +10.1% | +5.5% | +4.6% | +7.4% |
| YTD | -5.1% | +38.9% | -43.9% | -16.9% |
| 1Y | -10.2% | +58.8% | -69.0% | -25.2% |
| 3Y | +37.7% | +71.1% | -33.4% | +7.4% |
| 5Y | +15.7% | +76.3% | -60.6% | -13.5% |
| 10Y | +357.1% | +153.4% | +203.7% | +175.4% |
| All | +357.1% | +155.6% | +201.5% | +175.4% |
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