+973.2%
IGV vs FLEX
+526.9%
+446.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.7% |
| 7D | -4.5% | -0.9% | -3.6% | -4.2% |
| 30D | +3.2% | -10.1% | +13.4% | +6.4% |
| 3M | +4.5% | -31.3% | +35.9% | +14.9% |
| 6M | +22.1% | +71.3% | -49.2% | -5.1% |
| YTD | -1.0% | +81.2% | -82.3% | -25.1% |
| 1Y | -2.1% | +98.5% | -100.6% | -28.7% |
| 3Y | +44.6% | +428.2% | -383.7% | -27.0% |
| 5Y | +22.2% | +657.3% | -635.1% | -45.9% |
| 10Y | +364.7% | +995.9% | -631.2% | +60.6% |
| All | +973.2% | +526.9% | +446.3% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling