+57.1%
IGV vs FGI
-70.4%
+127.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.8% | -2.4% |
| 7D | -4.5% | +0.5% | -5.0% | -4.5% |
| 30D | +3.2% | +65.4% | -62.2% | +1.1% |
| 3M | +4.5% | +23.5% | -19.0% | +2.8% |
| 6M | +22.1% | +60.5% | -38.4% | +18.0% |
| YTD | -1.0% | +30.0% | -31.0% | -3.9% |
| 1Y | -2.1% | +82.1% | -84.2% | -7.0% |
| 3Y | +44.6% | -4.4% | +49.0% | +38.5% |
| All | +57.1% | -70.4% | +127.5% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling