+368.4%
IGV vs FFIV
+126.3%
+242.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -1.3% | -2.9% | +1.7% | +0.2% |
| 30D | -8.1% | -32.4% | +24.3% | +9.2% |
| 3M | -1.6% | -22.7% | +21.1% | +8.8% |
| 6M | +12.7% | -10.7% | +23.4% | +15.4% |
| YTD | -3.3% | +25.4% | -28.6% | -17.4% |
| 1Y | -7.9% | +34.2% | -42.1% | -24.2% |
| 3Y | +40.3% | +101.2% | -60.9% | -9.4% |
| 5Y | +17.3% | +42.0% | -24.6% | -11.3% |
| All | +368.4% | +126.3% | +242.1% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling