+354.8%
IGV vs FIX
+4,032.2%
-3,677.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.8% | +0.5% |
| 7D | -0.4% | -7.2% | +6.8% | +0.6% |
| 30D | -9.9% | -35.1% | +25.2% | -1.7% |
| 3M | -1.2% | -34.3% | +33.1% | +6.9% |
| 6M | +11.3% | -42.9% | +54.3% | +22.7% |
| YTD | -4.0% | +19.5% | -23.4% | -14.4% |
| 1Y | -7.3% | +16.8% | -24.1% | -17.1% |
| 3Y | +42.8% | +506.7% | -463.9% | -24.5% |
| 5Y | +13.7% | +1,046.7% | -1,033.0% | -50.8% |
| 10Y | +354.8% | +3,800.0% | -3,445.2% | +40.4% |
| All | +354.8% | +4,032.2% | -3,677.4% | +40.4% |
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