+21.2%
IGV vs FLR
+230.6%
-209.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | -5.4% | -6.9% | +1.5% | -4.0% |
| 30D | -2.6% | +1.1% | -3.8% | -2.9% |
| 3M | +10.5% | +14.3% | -3.8% | +6.5% |
| 6M | +18.2% | +19.1% | -0.9% | +11.6% |
| YTD | -4.2% | +35.1% | -39.4% | -12.5% |
| 1Y | -9.8% | +29.5% | -39.3% | -17.1% |
| 3Y | +39.1% | +53.0% | -13.9% | +17.3% |
| 5Y | +21.2% | +238.9% | -217.7% | -13.7% |
| All | +21.2% | +230.6% | -209.3% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling