+953.6%
IGV vs FISV
+402.7%
+550.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | +0.2% |
| 7D | -3.3% | -1.6% | -1.7% | -2.6% |
| 30D | 0.0% | -3.0% | +2.9% | +1.4% |
| 3M | +7.3% | -3.5% | +10.9% | +7.9% |
| 6M | +16.7% | -19.4% | +36.1% | +28.2% |
| YTD | -2.8% | -24.3% | +21.4% | +9.8% |
| 1Y | -6.7% | -62.4% | +55.7% | +37.4% |
| 3Y | +41.1% | -58.2% | +99.3% | +82.0% |
| 5Y | +22.0% | -56.5% | +78.5% | +50.5% |
| 10Y | +357.9% | -0.5% | +358.5% | +224.6% |
| All | +953.6% | +402.7% | +550.9% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling