+356.3%
IGV vs FITB
+288.7%
+67.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | -5.4% | -1.0% | -4.4% | -5.1% |
| 30D | -2.6% | -5.5% | +2.9% | -1.1% |
| 3M | +10.5% | +4.1% | +6.4% | +9.1% |
| 6M | +18.2% | +18.7% | -0.5% | +12.0% |
| YTD | -4.2% | +18.2% | -22.4% | -9.4% |
| 1Y | -9.8% | +23.7% | -33.5% | -16.0% |
| 3Y | +39.1% | +130.8% | -91.6% | +7.6% |
| 5Y | +21.2% | +69.8% | -48.6% | +0.5% |
| All | +356.3% | +288.7% | +67.6% | +187.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling