+973.2%
IGV vs FDX
+1,098.1%
-124.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.0% |
| 7D | -4.5% | -2.5% | -2.0% | -3.4% |
| 30D | +3.2% | +3.8% | -0.6% | +1.5% |
| 3M | +4.5% | -1.3% | +5.8% | +4.5% |
| 6M | +22.1% | +5.0% | +17.1% | +17.7% |
| YTD | -1.0% | +39.6% | -40.7% | -16.2% |
| 1Y | -2.1% | +81.1% | -83.2% | -26.4% |
| 3Y | +44.6% | +63.0% | -18.5% | +8.8% |
| 5Y | +22.2% | +65.6% | -43.5% | -12.1% |
| 10Y | +364.7% | +183.4% | +181.4% | +133.3% |
| All | +973.2% | +1,098.1% | -124.9% | +87.9% |
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