+41.7%
IGV vs FE
+42.7%
-1.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.3% |
| 7D | -5.2% | -1.0% | -4.2% | -5.3% |
| 30D | -10.0% | +4.1% | -14.1% | -9.5% |
| 3M | -0.5% | -1.0% | +0.5% | -0.6% |
| 6M | +12.6% | +4.0% | +8.6% | +13.1% |
| YTD | -6.4% | +6.8% | -13.3% | -6.1% |
| 1Y | -9.5% | +5.3% | -14.8% | -9.2% |
| 3Y | +41.7% | +44.6% | -2.9% | +39.4% |
| All | +41.7% | +42.7% | -1.0% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling