+363.6%
IGV vs FICO
+527.0%
-163.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +2.3% | +2.2% | +0.1% | +1.5% |
| 30D | -6.0% | +0.1% | -6.1% | -6.8% |
| 3M | -4.8% | -35.2% | +30.4% | +8.1% |
| 6M | +14.2% | -32.4% | +46.6% | +24.3% |
| YTD | -4.2% | -57.4% | +53.2% | +25.0% |
| 1Y | -5.3% | -58.5% | +53.3% | +24.8% |
| 3Y | +38.8% | -28.9% | +67.6% | +29.7% |
| 5Y | +14.2% | +91.7% | -77.5% | -38.9% |
| All | +363.6% | +527.0% | -163.4% | +15.6% |
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