+780.2%
IGV vs FIVE
+868.1%
-87.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -3.4% |
| 7D | -4.5% | +4.3% | -8.8% | -5.4% |
| 30D | +3.2% | +12.5% | -9.3% | +0.2% |
| 3M | +4.5% | +31.2% | -26.7% | -2.1% |
| 6M | +22.1% | +14.4% | +7.7% | +17.1% |
| YTD | -1.0% | +33.9% | -34.9% | -8.6% |
| 1Y | -2.1% | +65.1% | -67.2% | -14.1% |
| 3Y | +44.6% | +49.0% | -4.4% | +22.2% |
| 5Y | +22.2% | +30.3% | -8.1% | +3.9% |
| 10Y | +364.7% | +481.1% | -116.4% | +191.4% |
| All | +780.2% | +868.1% | -87.9% | +401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling