-7.5%
IGV vs FLEX
+23.4%
-31.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.3% | +13.2% | +1.4% |
| 7D | -7.5% | -17.0% | +9.5% | -6.8% |
| 30D | -5.6% | -33.8% | +28.2% | -4.2% |
| 3M | +1.5% | -39.0% | +40.6% | +3.2% |
| 6M | +17.1% | -15.9% | +33.0% | +15.5% |
| YTD | -2.0% | +27.8% | -29.8% | -9.4% |
| 1Y | -7.5% | +25.0% | -32.5% | -14.6% |
| All | -7.5% | +23.4% | -31.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling