-9.2%
IGV vs FICO
-58.5%
+49.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.2% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -9.9% | +8.4% | -18.4% | -11.5% |
| 3M | -1.2% | -30.5% | +29.3% | +4.3% |
| 6M | +11.3% | -35.7% | +47.1% | +17.2% |
| YTD | -4.0% | -57.2% | +53.2% | +10.5% |
| All | -9.2% | -58.5% | +49.3% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling