+914.8%
IGV vs FE
+348.2%
+566.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -5.2% | -1.0% | -4.2% | -4.9% |
| 30D | -10.0% | +4.1% | -14.1% | -11.3% |
| 3M | -0.5% | -1.0% | +0.5% | -0.4% |
| 6M | +12.6% | +4.0% | +8.6% | +10.5% |
| YTD | -6.4% | +6.8% | -13.3% | -9.4% |
| 1Y | -9.5% | +5.3% | -14.8% | -12.0% |
| 3Y | +41.7% | +44.6% | -2.9% | +21.2% |
| 5Y | +12.7% | +44.2% | -31.6% | -4.6% |
| 10Y | +354.1% | +107.3% | +246.8% | +221.5% |
| All | +914.8% | +348.2% | +566.6% | +418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling