+43.9%
IGV vs FE
+49.5%
-5.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.3% |
| 7D | -4.5% | +1.9% | -6.4% | -4.3% |
| 30D | +3.2% | -1.2% | +4.4% | +3.1% |
| 3M | +4.5% | +3.5% | +1.0% | +4.9% |
| 6M | +22.1% | -6.1% | +28.2% | +21.9% |
| YTD | -1.0% | +7.6% | -8.7% | -0.8% |
| 1Y | -2.1% | +11.9% | -14.0% | -1.9% |
| All | +43.9% | +49.5% | -5.6% | +40.3% |
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