+973.2%
IGV vs FIS
+296.1%
+677.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -4.5% | +1.1% | -5.6% | -5.0% |
| 30D | +3.2% | -2.2% | +5.4% | +4.1% |
| 3M | +4.5% | +2.1% | +2.4% | +2.9% |
| 6M | +22.1% | -14.7% | +36.8% | +30.0% |
| YTD | -1.0% | -35.7% | +34.7% | +19.3% |
| 1Y | -2.1% | -37.1% | +35.0% | +18.6% |
| 3Y | +44.6% | -20.0% | +64.6% | +52.7% |
| 5Y | +22.2% | -62.1% | +84.3% | +72.8% |
| 10Y | +364.7% | -37.4% | +402.1% | +409.2% |
| All | +973.2% | +296.1% | +677.1% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling