+14.8%
IGV vs FDX
+74.7%
-59.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +2.3% | +5.2% | -2.9% | +0.8% |
| 30D | -6.0% | +11.3% | -17.3% | -9.0% |
| 3M | -4.8% | -4.1% | -0.7% | -3.8% |
| 6M | +14.2% | +9.6% | +4.6% | +10.6% |
| YTD | -4.2% | +40.9% | -45.1% | -15.8% |
| 1Y | -5.3% | +53.0% | -58.3% | -19.0% |
| 3Y | +38.8% | +74.1% | -35.3% | +8.0% |
| All | +14.8% | +74.7% | -59.8% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling