+343.0%
IGV vs FIX
+3,608.1%
-3,265.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.6% | -1.4% |
| 7D | -5.2% | -17.5% | +12.3% | -1.6% |
| 30D | -10.0% | -41.6% | +31.6% | +0.7% |
| 3M | -0.5% | -40.6% | +40.0% | +10.1% |
| 6M | +12.6% | -49.4% | +62.0% | +27.6% |
| YTD | -6.4% | +9.2% | -15.6% | -14.8% |
| 1Y | -9.5% | +6.5% | -16.0% | -17.3% |
| 3Y | +41.7% | +448.7% | -407.0% | -23.1% |
| 5Y | +12.7% | +948.7% | -936.1% | -50.1% |
| All | +343.0% | +3,608.1% | -3,265.1% | +40.5% |
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