+364.4%
IGV vs FLEX
+1,045.8%
-681.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.5% | +6.4% | -7.9% | -3.2% |
| 30D | -3.0% | -5.9% | +2.8% | -1.8% |
| 3M | +9.6% | -23.5% | +33.0% | +15.3% |
| 6M | +16.1% | +83.7% | -67.6% | -10.3% |
| YTD | -3.6% | +86.5% | -90.1% | -26.6% |
| 1Y | -7.8% | +100.5% | -108.3% | -32.0% |
| 3Y | +40.0% | +469.8% | -429.9% | -29.8% |
| 5Y | +21.2% | +725.7% | -704.4% | -46.9% |
| 10Y | +364.4% | +1,086.7% | -722.3% | +61.8% |
| All | +364.4% | +1,045.8% | -681.4% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling