+1,019.5%
IGV vs FN
+2,575.5%
-1,556.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.2% | +9.9% | -1.7% |
| 7D | -8.3% | -16.0% | +7.7% | -5.6% |
| 30D | -10.9% | -40.1% | +29.2% | -2.7% |
| 3M | -2.3% | -43.9% | +41.6% | +6.8% |
| 6M | +12.2% | -55.6% | +67.8% | +25.8% |
| YTD | -6.3% | -35.7% | +29.3% | -5.2% |
| 1Y | -11.4% | -39.8% | +28.4% | -9.5% |
| 3Y | +41.5% | +80.3% | -38.7% | +8.2% |
| 5Y | +12.8% | +143.3% | -130.5% | -21.2% |
| 10Y | +354.7% | +682.3% | -327.6% | +146.2% |
| All | +1,019.5% | +2,575.5% | -1,556.0% | +394.8% |
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