+973.2%
IGV vs FICO
+3,073.2%
-2,100.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.5% | +4.0% |
| 7D | -4.5% | -19.2% | +14.7% | +2.7% |
| 30D | +3.2% | -14.6% | +17.8% | +8.6% |
| 3M | +4.5% | -20.1% | +24.6% | +11.0% |
| 6M | +22.1% | -36.3% | +58.4% | +38.8% |
| YTD | -1.0% | -44.9% | +43.8% | +18.4% |
| 1Y | -2.1% | -38.6% | +36.5% | +10.4% |
| 3Y | +44.6% | +4.0% | +40.6% | +27.5% |
| 5Y | +22.2% | +99.5% | -77.4% | -18.6% |
| 10Y | +364.7% | +604.7% | -239.9% | +90.3% |
| All | +973.2% | +3,073.2% | -2,100.0% | +111.5% |
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