+357.9%
IGV vs FIVE
+475.1%
-117.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.0% |
| 7D | -3.3% | +3.7% | -7.0% | -4.2% |
| 30D | 0.0% | +4.0% | -4.0% | -1.3% |
| 3M | +7.3% | +36.2% | -28.9% | -1.2% |
| 6M | +16.7% | +18.0% | -1.3% | +10.4% |
| YTD | -2.8% | +34.9% | -37.7% | -11.3% |
| 1Y | -6.7% | +67.9% | -74.6% | -19.8% |
| 3Y | +41.1% | +57.3% | -16.2% | +15.2% |
| 5Y | +22.0% | +39.5% | -17.5% | 0.0% |
| 10Y | +357.9% | +496.4% | -138.5% | +188.0% |
| All | +357.9% | +475.1% | -117.1% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling