+343.0%
IGV vs FICO
+512.2%
-169.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -5.2% | -0.9% | -4.2% | -4.9% |
| 30D | -10.0% | +3.3% | -13.3% | -12.3% |
| 3M | -0.5% | -31.7% | +31.2% | +10.4% |
| 6M | +12.6% | -34.0% | +46.6% | +23.6% |
| YTD | -6.4% | -58.3% | +51.9% | +23.1% |
| 1Y | -9.5% | -57.9% | +48.4% | +18.2% |
| 3Y | +41.7% | -24.1% | +65.8% | +27.6% |
| 5Y | +12.7% | +85.3% | -72.7% | -38.9% |
| All | +343.0% | +512.2% | -169.2% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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