+364.8%
IGV vs FIS
-55.0%
+419.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.4% | +1.7% |
| 7D | +2.5% | -3.5% | +6.0% | +3.7% |
| 30D | -8.6% | -19.4% | +10.8% | -3.0% |
| 3M | -1.6% | -31.6% | +30.0% | +11.7% |
| 6M | +13.4% | -32.5% | +46.0% | +28.9% |
| YTD | -4.0% | -56.0% | +52.0% | +31.2% |
| 1Y | -7.6% | -55.5% | +47.9% | +25.6% |
| 3Y | +39.3% | -41.3% | +80.6% | +60.9% |
| 5Y | +14.5% | -72.3% | +86.8% | +84.6% |
| All | +364.8% | -55.0% | +419.8% | +433.0% |
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