+44.0%
IGV vs FIVE
+56.0%
-12.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -2.9% |
| 7D | -4.5% | +4.3% | -8.8% | -5.1% |
| 30D | +3.2% | +12.5% | -9.3% | +1.3% |
| 3M | +4.5% | +31.2% | -26.7% | +0.2% |
| 6M | +22.1% | +14.4% | +7.7% | +18.9% |
| YTD | -1.0% | +33.9% | -34.9% | -6.0% |
| 1Y | -2.1% | +65.1% | -67.2% | -10.1% |
| All | +44.0% | +56.0% | -12.0% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling