+973.2%
IGV vs FIX
+61,411.9%
-60,438.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.7% |
| 7D | -4.5% | +6.0% | -10.5% | -5.8% |
| 30D | +3.2% | -7.2% | +10.5% | +4.7% |
| 3M | +4.5% | -15.9% | +20.4% | +7.2% |
| 6M | +22.1% | +12.7% | +9.4% | +15.1% |
| YTD | -1.0% | +72.8% | -73.8% | -16.7% |
| 1Y | -2.1% | +122.9% | -125.0% | -23.4% |
| 3Y | +44.6% | +774.3% | -729.7% | -23.6% |
| 5Y | +22.2% | +2,049.5% | -2,027.3% | -48.8% |
| 10Y | +364.7% | +5,821.5% | -5,456.7% | +41.5% |
| All | +973.2% | +61,411.9% | -60,438.7% | +74.9% |
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