+343.0%
IGV vs FN
+753.0%
-410.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.8% | -2.5% |
| 7D | -5.2% | 0.0% | -5.1% | -5.7% |
| 30D | -10.0% | -34.3% | +24.3% | -2.7% |
| 3M | -0.5% | -39.9% | +39.3% | +8.1% |
| 6M | +12.6% | -51.8% | +64.4% | +25.7% |
| YTD | -6.4% | -28.1% | +21.7% | -8.3% |
| 1Y | -9.5% | -29.1% | +19.6% | -11.7% |
| 3Y | +41.7% | +102.4% | -60.8% | -3.5% |
| 5Y | +12.7% | +171.7% | -159.0% | -32.5% |
| All | +343.0% | +753.0% | -410.0% | +94.1% |
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