+973.2%
IGV vs FE
+351.5%
+621.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.0% |
| 7D | -4.5% | +1.9% | -6.4% | -5.1% |
| 30D | +3.2% | -1.2% | +4.4% | +3.5% |
| 3M | +4.5% | +3.5% | +1.0% | +3.0% |
| 6M | +22.1% | -6.1% | +28.2% | +24.0% |
| YTD | -1.0% | +7.6% | -8.7% | -4.2% |
| 1Y | -2.1% | +11.9% | -14.0% | -6.7% |
| 3Y | +44.6% | +48.4% | -3.9% | +22.5% |
| 5Y | +22.2% | +44.8% | -22.6% | +3.4% |
| 10Y | +364.7% | +115.9% | +248.8% | +224.3% |
| All | +973.2% | +351.5% | +621.7% | +447.5% |
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