+1,082.4%
IGV vs FN
+3,620.5%
-2,538.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +4.5% | -43.0% | +47.5% | +14.2% |
| 6M | +22.1% | -27.7% | +49.9% | +24.2% |
| YTD | -1.0% | -10.5% | +9.5% | -4.8% |
| 1Y | -2.1% | +12.5% | -14.6% | -11.0% |
| 3Y | +44.6% | +153.8% | -109.2% | +4.7% |
| 5Y | +22.2% | +288.0% | -265.8% | -21.2% |
| 10Y | +364.7% | +906.4% | -541.7% | +141.7% |
| All | +1,082.4% | +3,620.5% | -2,538.2% | +396.6% |
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 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