+41.1%
IGV vs FLEX
+475.0%
-433.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.5% |
| 7D | -3.3% | +7.0% | -10.3% | -4.4% |
| 30D | 0.0% | -5.8% | +5.8% | +0.7% |
| 3M | +7.3% | -24.2% | +31.6% | +11.0% |
| 6M | +16.7% | +90.8% | -74.1% | -5.8% |
| YTD | -2.8% | +89.2% | -92.0% | -22.1% |
| 1Y | -6.7% | +104.7% | -111.4% | -27.6% |
| 3Y | +41.1% | +478.1% | -437.0% | -14.6% |
| All | +41.1% | +475.0% | -433.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling