+941.3%
IGV vs FFIV
+4,094.7%
-3,153.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.9% |
| 7D | -0.4% | -2.1% | +1.7% | +0.2% |
| 30D | -9.9% | -33.8% | +23.8% | +1.2% |
| 3M | -1.2% | -20.6% | +19.4% | +4.8% |
| 6M | +11.3% | -10.2% | +21.6% | +13.5% |
| YTD | -4.0% | +24.5% | -28.5% | -11.7% |
| 1Y | -7.3% | +29.3% | -36.6% | -15.8% |
| 3Y | +42.8% | +103.8% | -61.0% | +12.0% |
| 5Y | +13.7% | +40.9% | -27.2% | -0.6% |
| 10Y | +354.8% | +126.6% | +228.2% | +239.9% |
| All | +941.3% | +4,094.7% | -3,153.5% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling