-7.9%
IGV vs FN
-19.6%
+11.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.6% |
| 7D | -1.3% | +8.0% | -9.3% | -1.7% |
| 30D | -8.1% | -19.1% | +11.0% | -7.9% |
| 3M | -1.6% | -29.8% | +28.2% | -1.1% |
| 6M | +12.7% | -43.2% | +55.9% | +13.6% |
| YTD | -3.3% | -18.9% | +15.7% | -8.0% |
| 1Y | -7.9% | -17.9% | +10.0% | -13.6% |
| All | -7.9% | -19.6% | +11.7% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling