+941.2%
IGV vs FIS
+171.3%
+769.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.4% | +1.9% |
| 7D | +2.5% | -3.5% | +6.0% | +3.8% |
| 30D | -8.6% | -19.4% | +10.8% | -2.4% |
| 3M | -1.6% | -31.6% | +30.0% | +12.5% |
| 6M | +13.4% | -32.5% | +46.0% | +29.9% |
| YTD | -4.0% | -56.0% | +52.0% | +32.4% |
| 1Y | -7.6% | -55.5% | +47.9% | +26.8% |
| 3Y | +39.3% | -41.3% | +80.6% | +63.5% |
| 5Y | +14.5% | -72.3% | +86.8% | +80.5% |
| 10Y | +358.7% | -55.0% | +413.7% | +463.0% |
| All | +941.2% | +171.3% | +769.9% | +431.7% |
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