+363.6%
IGV vs FN
+700.1%
-336.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +7.0% | +1.2% |
| 7D | +2.3% | +0.3% | +2.1% | +2.1% |
| 30D | -6.0% | -16.5% | +10.5% | -3.4% |
| 3M | -4.8% | -42.1% | +37.3% | +4.3% |
| 6M | +14.2% | -52.9% | +67.1% | +28.3% |
| YTD | -4.2% | -28.0% | +23.7% | -6.4% |
| 1Y | -5.3% | -18.5% | +13.2% | -10.9% |
| 3Y | +38.8% | +93.9% | -55.1% | -4.5% |
| 5Y | +14.2% | +170.5% | -156.3% | -31.7% |
| All | +363.6% | +700.1% | -336.6% | +107.6% |
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