+364.4%
IGV vs FIS
-41.9%
+406.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.7% |
| 7D | -1.5% | -9.1% | +7.5% | +2.6% |
| 30D | -3.0% | -10.4% | +7.4% | +1.6% |
| 3M | +9.6% | -3.7% | +13.3% | +10.6% |
| 6M | +16.1% | -24.8% | +40.9% | +30.4% |
| YTD | -3.6% | -41.6% | +37.9% | +20.7% |
| 1Y | -7.8% | -42.7% | +34.9% | +16.0% |
| 3Y | +40.0% | -26.2% | +66.2% | +51.9% |
| 5Y | +21.2% | -66.1% | +87.3% | +86.8% |
| 10Y | +364.4% | -40.9% | +405.3% | +403.5% |
| All | +364.4% | -41.9% | +406.4% | +403.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling