-9.5%
IGV vs FN
-33.3%
+23.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.8% | -0.7% |
| 7D | -5.2% | 0.0% | -5.1% | -5.2% |
| 30D | -10.0% | -34.3% | +24.3% | -9.0% |
| 3M | -0.5% | -39.9% | +39.3% | +0.7% |
| 6M | +12.6% | -51.8% | +64.4% | +14.5% |
| YTD | -6.4% | -28.1% | +21.7% | -10.4% |
| 1Y | -9.5% | -29.1% | +19.6% | -14.1% |
| All | -9.5% | -33.3% | +23.8% | -14.1% |
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 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