+363.6%
IGV vs FFIV
+118.6%
+245.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +1.0% |
| 7D | +2.3% | -0.5% | +2.9% | +2.6% |
| 30D | -6.0% | -32.4% | +26.4% | +11.6% |
| 3M | -4.8% | -25.7% | +20.9% | +7.4% |
| 6M | +14.2% | -13.5% | +27.7% | +18.7% |
| YTD | -4.2% | +21.1% | -25.3% | -16.9% |
| 1Y | -5.3% | +29.4% | -34.7% | -20.7% |
| 3Y | +38.8% | +94.9% | -56.1% | -9.0% |
| 5Y | +14.2% | +34.7% | -20.5% | -11.6% |
| All | +363.6% | +118.6% | +245.0% | +171.3% |
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