+23.5%
IGV vs FICO
+99.8%
-76.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.5% | +3.4% |
| 7D | -4.5% | -19.2% | +14.7% | +2.1% |
| 30D | +3.2% | -14.6% | +17.8% | +8.1% |
| 3M | +4.5% | -20.1% | +24.6% | +10.2% |
| 6M | +22.1% | -36.3% | +58.4% | +37.8% |
| YTD | -1.0% | -44.9% | +43.8% | +17.5% |
| 1Y | -2.1% | -38.6% | +36.5% | +9.3% |
| 3Y | +44.6% | +4.0% | +40.6% | +19.2% |
| All | +23.5% | +99.8% | -76.3% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling