+914.8%
IGV vs FE
+352.7%
+562.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -10.0% | +5.2% | -15.2% | -11.6% |
| 3M | -0.5% | 0.0% | -0.5% | -0.8% |
| 6M | +12.6% | +5.0% | +7.6% | +10.2% |
| YTD | -6.4% | +7.9% | -14.3% | -9.7% |
| 1Y | -9.5% | +6.3% | -15.9% | -12.3% |
| 3Y | +41.7% | +46.0% | -4.3% | +20.8% |
| 5Y | +12.7% | +45.6% | -33.0% | -4.9% |
| 10Y | +354.1% | +109.3% | +244.7% | +220.5% |
| All | +914.8% | +352.7% | +562.1% | +416.5% |
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