+941.2%
IGV vs FITB
+88.7%
+852.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | +2.5% | +0.8% | +1.6% | +2.3% |
| 30D | -8.6% | +7.3% | -15.9% | -9.9% |
| 3M | -1.6% | -6.3% | +4.7% | -0.4% |
| 6M | +13.4% | +12.6% | +0.9% | +10.4% |
| YTD | -4.0% | +18.0% | -22.0% | -7.8% |
| 1Y | -7.6% | +28.9% | -36.5% | -12.9% |
| 3Y | +39.3% | +139.4% | -100.1% | +15.0% |
| 5Y | +14.5% | +47.2% | -32.7% | +2.9% |
| 10Y | +358.7% | +213.0% | +145.7% | +235.6% |
| All | +941.2% | +88.7% | +852.4% | +784.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling