-11.5%
IGV vs FE
+5.9%
-17.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.3% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -10.0% | +5.2% | -15.2% | -7.9% |
| 3M | -0.5% | 0.0% | -0.5% | -0.5% |
| 6M | +12.6% | +5.0% | +7.6% | +15.5% |
| YTD | -6.4% | +7.9% | -14.3% | -1.6% |
| All | -11.5% | +5.9% | -17.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling