+1,055.9%
IGV vs FN
+3,270.0%
-2,214.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +0.8% |
| 7D | -1.3% | +8.0% | -9.3% | -3.1% |
| 30D | -8.1% | -19.1% | +11.0% | -5.3% |
| 3M | -1.6% | -29.8% | +28.2% | +3.0% |
| 6M | +12.7% | -43.2% | +55.9% | +20.6% |
| YTD | -3.3% | -18.9% | +15.7% | -6.5% |
| 1Y | -7.9% | -17.9% | +10.0% | -11.6% |
| 3Y | +40.3% | +120.1% | -79.8% | +3.2% |
| 5Y | +17.3% | +206.7% | -189.4% | -21.7% |
| 10Y | +362.3% | +804.7% | -442.4% | +142.4% |
| All | +1,055.9% | +3,270.0% | -2,214.0% | +388.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling