+11.2%
IGV vs FE
+42.2%
-31.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -5.2% | -1.0% | -4.2% | -5.1% |
| 30D | -10.0% | +4.1% | -14.1% | -10.5% |
| 3M | -0.5% | -1.0% | +0.5% | -0.5% |
| 6M | +12.6% | +4.0% | +8.6% | +11.7% |
| YTD | -6.4% | +6.8% | -13.3% | -8.0% |
| 1Y | -9.5% | +5.3% | -14.8% | -10.9% |
| 3Y | +41.7% | +44.6% | -2.9% | +26.2% |
| All | +11.2% | +42.2% | -31.0% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling