-7.5%
IGV vs FITB
+36.9%
-44.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | -7.5% | +2.3% | -9.8% | -7.6% |
| 30D | -5.6% | +7.7% | -13.3% | -6.2% |
| 3M | +1.5% | -4.5% | +6.0% | +1.7% |
| 6M | +17.1% | +12.5% | +4.6% | +16.1% |
| YTD | -2.0% | +19.8% | -21.8% | -5.1% |
| 1Y | -7.5% | +34.1% | -41.7% | -15.2% |
| All | -7.5% | +36.9% | -44.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling