+357.9%
IGV vs FIX
+5,976.4%
-5,618.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.4% |
| 7D | -3.3% | +6.1% | -9.4% | -4.6% |
| 30D | 0.0% | -2.7% | +2.6% | +0.2% |
| 3M | +7.3% | -10.9% | +18.3% | +8.6% |
| 6M | +16.7% | +29.0% | -12.3% | +6.2% |
| YTD | -2.8% | +76.9% | -79.7% | -19.4% |
| 1Y | -6.7% | +130.7% | -137.4% | -28.7% |
| 3Y | +41.1% | +790.7% | -749.5% | -29.7% |
| 5Y | +22.0% | +2,185.6% | -2,163.6% | -53.4% |
| 10Y | +357.9% | +5,993.3% | -5,635.4% | +38.8% |
| All | +357.9% | +5,976.4% | -5,618.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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