+37.7%
IGV vs FN
+106.7%
-69.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.6% | -0.5% |
| 7D | -2.3% | -4.1% | +1.8% | -2.0% |
| 30D | -11.0% | -28.3% | +17.4% | -7.7% |
| 3M | -4.5% | -33.9% | +29.4% | -0.6% |
| 6M | +10.1% | -43.9% | +54.0% | +15.6% |
| YTD | -5.1% | -23.4% | +18.4% | -8.4% |
| 1Y | -10.2% | -25.4% | +15.2% | -13.4% |
| 3Y | +37.7% | +107.9% | -70.2% | +1.0% |
| All | +37.7% | +106.7% | -69.0% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling