+916.1%
IGV vs FICO
+2,307.8%
-1,391.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.7% |
| 7D | -8.3% | -0.3% | -8.0% | -8.3% |
| 30D | -10.9% | +1.7% | -12.6% | -12.6% |
| 3M | -2.3% | -35.2% | +32.9% | +9.6% |
| 6M | +12.2% | -33.7% | +45.8% | +22.4% |
| YTD | -6.3% | -58.2% | +51.9% | +19.4% |
| 1Y | -11.4% | -56.6% | +45.2% | +11.0% |
| 3Y | +41.5% | -24.0% | +65.5% | +35.3% |
| 5Y | +12.8% | +86.1% | -73.3% | -25.9% |
| 10Y | +354.7% | +522.8% | -168.1% | +88.4% |
| All | +916.1% | +2,307.8% | -1,391.7% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling