+357.1%
IGV vs FN
+772.0%
-414.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.6% | -0.1% |
| 7D | -2.3% | -4.1% | +1.8% | -1.9% |
| 30D | -11.0% | -28.3% | +17.4% | -5.6% |
| 3M | -4.5% | -33.9% | +29.4% | +1.8% |
| 6M | +10.1% | -43.9% | +54.0% | +18.8% |
| YTD | -5.1% | -23.4% | +18.4% | -8.3% |
| 1Y | -10.2% | -25.4% | +15.2% | -13.3% |
| 3Y | +37.7% | +107.9% | -70.2% | -6.5% |
| 5Y | +15.7% | +195.1% | -179.4% | -32.0% |
| 10Y | +357.1% | +794.1% | -437.0% | +98.3% |
| All | +357.1% | +772.0% | -414.8% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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