+357.7%
IGV vs FLR
+19.7%
+338.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -2.9% | -3.5% | +0.6% | -2.5% |
| 30D | -1.5% | +4.2% | -5.7% | -2.1% |
| 3M | +11.7% | +8.1% | +3.6% | +10.0% |
| 6M | +18.4% | +21.5% | -3.1% | +14.2% |
| YTD | -3.9% | +36.8% | -40.7% | -9.0% |
| 1Y | -9.7% | +31.2% | -40.9% | -14.1% |
| 3Y | +38.4% | +53.9% | -15.5% | +26.7% |
| 5Y | +21.6% | +243.0% | -221.4% | +1.0% |
| All | +357.7% | +19.7% | +338.0% | +309.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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