-2.1%
IGV vs FIG
-56.9%
+54.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.1% | -1.2% |
| 7D | -4.5% | -16.3% | +11.8% | -0.4% |
| 30D | +3.2% | -14.3% | +17.5% | +6.4% |
| 3M | +4.5% | +7.2% | -2.6% | +1.2% |
| 6M | +22.1% | -18.6% | +40.7% | +22.4% |
| YTD | -1.0% | -35.5% | +34.4% | +1.5% |
| 1Y | -2.1% | -55.8% | +53.7% | +5.0% |
| All | -2.1% | -56.9% | +54.7% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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