-10.2%
IGV vs FGI
+45.2%
-55.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | -4.1% | +1.8% | -2.2% |
| 30D | -11.0% | -3.4% | -7.6% | -10.9% |
| 3M | -4.5% | +61.8% | -66.2% | -6.6% |
| 6M | +10.1% | +17.0% | -6.9% | +8.0% |
| YTD | -5.1% | +31.4% | -36.5% | -7.6% |
| 1Y | -10.2% | +42.7% | -52.9% | -13.7% |
| All | -10.2% | +45.2% | -55.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling