-8.8%
IGV vs FIG
-74.1%
+65.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | -0.2% |
| 7D | -1.5% | -14.5% | +12.9% | +1.3% |
| 30D | -3.0% | -13.3% | +10.3% | -0.6% |
| 3M | +9.6% | +7.4% | +2.2% | +7.2% |
| 6M | +16.1% | -27.8% | +43.9% | +18.0% |
| YTD | -3.6% | -41.1% | +37.5% | -1.5% |
| 1Y | -7.8% | -58.7% | +50.9% | -4.1% |
| All | -8.8% | -74.1% | +65.3% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling