-5.3%
IGV vs FLR
+8.4%
-13.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +2.3% | +5.4% | -3.0% | +1.8% |
| 30D | -6.0% | +2.8% | -8.8% | -6.3% |
| 3M | -4.8% | -6.4% | +1.6% | -4.5% |
| 6M | +14.2% | +8.8% | +5.5% | +12.8% |
| YTD | -4.2% | +23.6% | -27.8% | -9.5% |
| 1Y | -5.3% | +13.8% | -19.1% | -8.4% |
| All | -5.3% | +8.4% | -13.6% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling