+38.8%
IGV vs FLR
+35.7%
+3.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +2.3% | +5.4% | -3.0% | +1.2% |
| 30D | -6.0% | +2.8% | -8.8% | -6.6% |
| 3M | -4.8% | -6.4% | +1.6% | -3.8% |
| 6M | +14.2% | +8.8% | +5.5% | +10.7% |
| YTD | -4.2% | +23.6% | -27.8% | -11.5% |
| 1Y | -5.3% | +13.8% | -19.1% | -10.8% |
| 3Y | +38.8% | +36.5% | +2.3% | +15.6% |
| All | +38.8% | +35.7% | +3.1% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling