+21.2%
IGV vs FFIV
+100.0%
-78.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -2.9% |
| 7D | -1.5% | +3.5% | -5.0% | -3.4% |
| 30D | -3.0% | -1.3% | -1.7% | -2.6% |
| 3M | +9.6% | +2.4% | +7.2% | +7.4% |
| 6M | +16.1% | +41.8% | -25.7% | -5.6% |
| YTD | -3.6% | +58.5% | -62.2% | -26.8% |
| 1Y | -7.8% | +24.3% | -32.2% | -20.4% |
| 3Y | +40.0% | +152.0% | -112.0% | -24.3% |
| 5Y | +21.2% | +99.1% | -77.9% | -24.8% |
| All | +21.2% | +100.0% | -78.8% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling