+929.7%
IGV vs FIX
+42,144.4%
-41,214.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | -2.3% | -13.9% | +11.7% | +0.6% |
| 30D | -11.0% | -35.5% | +24.6% | -2.4% |
| 3M | -4.5% | -33.9% | +29.5% | +3.4% |
| 6M | +10.1% | -43.3% | +53.4% | +21.8% |
| YTD | -5.1% | +18.7% | -23.7% | -13.9% |
| 1Y | -10.2% | +13.8% | -24.0% | -18.0% |
| 3Y | +37.7% | +495.0% | -457.2% | -21.2% |
| 5Y | +15.7% | +1,049.0% | -1,033.4% | -44.5% |
| 10Y | +357.1% | +3,644.4% | -3,287.3% | +53.5% |
| All | +929.7% | +42,144.4% | -41,214.7% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling