+949.2%
IGV vs FDX
+1,103.2%
-154.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -1.3% | -2.1% | +0.8% | -0.4% |
| 30D | -8.1% | +10.4% | -18.5% | -12.0% |
| 3M | -1.6% | +0.5% | -2.1% | -2.1% |
| 6M | +12.7% | +6.5% | +6.3% | +8.8% |
| YTD | -3.3% | +40.2% | -43.5% | -18.5% |
| 1Y | -7.9% | +52.1% | -60.0% | -25.2% |
| 3Y | +40.3% | +72.8% | -32.5% | +2.7% |
| 5Y | +17.3% | +76.3% | -59.0% | -17.9% |
| 10Y | +362.3% | +155.7% | +206.5% | +144.2% |
| All | +949.2% | +1,103.2% | -154.0% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling