+38.4%
IGV vs FISV
-57.6%
+96.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | -0.7% |
| 7D | -2.9% | -2.7% | -0.2% | -2.4% |
| 30D | -1.5% | 0.0% | -1.6% | -1.6% |
| 3M | +11.7% | -2.8% | +14.5% | +11.8% |
| 6M | +18.4% | -11.8% | +30.3% | +20.7% |
| YTD | -3.9% | -23.2% | +19.3% | 0.0% |
| 1Y | -9.7% | -62.0% | +52.3% | +1.9% |
| 3Y | +38.4% | -57.6% | +96.0% | +31.2% |
| All | +38.4% | -57.6% | +96.1% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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