+23.5%
IGV vs FN
+289.0%
-265.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -2.8% |
| 7D | -4.5% | -1.7% | -2.8% | -4.2% |
| 30D | +3.2% | -22.0% | +25.2% | +7.0% |
| 3M | +4.5% | -43.0% | +47.5% | +13.9% |
| 6M | +22.1% | -27.7% | +49.9% | +23.5% |
| YTD | -1.0% | -10.5% | +9.5% | -6.2% |
| 1Y | -2.1% | +12.5% | -14.6% | -13.3% |
| 3Y | +44.6% | +153.8% | -109.2% | -5.4% |
| All | +23.5% | +289.0% | -265.6% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling