-6.3%
IGV vs FIG
-71.6%
+65.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.1% | -1.4% |
| 7D | -4.5% | -16.3% | +11.8% | -1.4% |
| 30D | +3.2% | -14.3% | +17.5% | +5.6% |
| 3M | +4.5% | +7.2% | -2.6% | +2.2% |
| 6M | +22.1% | -18.6% | +40.7% | +21.7% |
| YTD | -1.0% | -35.5% | +34.4% | -0.5% |
| 1Y | -2.1% | -55.8% | +53.7% | +0.2% |
| All | -6.3% | -71.6% | +65.3% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling