+39.1%
IGV vs FIX
+511.4%
-472.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.3% |
| 7D | +2.5% | +16.9% | -14.4% | -0.1% |
| 30D | -8.6% | -30.6% | +22.1% | -3.7% |
| 3M | -1.6% | -35.1% | +33.5% | +4.3% |
| 6M | +13.4% | -44.0% | +57.5% | +22.3% |
| YTD | -4.0% | +21.0% | -25.0% | -14.5% |
| 1Y | -7.6% | +16.2% | -23.8% | -17.2% |
| All | +39.1% | +511.4% | -472.3% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling