+39.1%
IGV vs FIS
-41.2%
+80.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.4% | +0.7% |
| 7D | +2.5% | -3.5% | +6.0% | +3.2% |
| 30D | -8.6% | -19.4% | +10.8% | -5.8% |
| 3M | -1.6% | -31.6% | +30.0% | +6.9% |
| 6M | +13.4% | -32.5% | +46.0% | +23.3% |
| YTD | -4.0% | -56.0% | +52.0% | +18.2% |
| 1Y | -7.6% | -55.5% | +47.9% | +13.3% |
| All | +39.1% | -41.2% | +80.3% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling