-7.5%
IGV vs FIS
-50.5%
+43.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.7% | +24.5% | +5.9% |
| 7D | -7.5% | -18.4% | +11.0% | -5.3% |
| 30D | -5.6% | -11.4% | +5.8% | -6.8% |
| 3M | +1.5% | -32.0% | +33.5% | +12.0% |
| 6M | +17.1% | -35.6% | +52.7% | +31.7% |
| YTD | -2.0% | -53.8% | +51.8% | +23.4% |
| 1Y | -7.5% | -51.1% | +43.6% | +15.3% |
| All | -7.5% | -50.5% | +43.0% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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