+290.7%
IGV vs FND
+57.9%
+232.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.3% |
| 7D | +2.3% | -6.8% | +9.2% | +4.2% |
| 30D | -6.0% | +8.0% | -14.0% | -8.3% |
| 3M | -4.8% | -18.9% | +14.1% | -0.1% |
| 6M | +14.2% | +4.7% | +9.5% | +10.7% |
| YTD | -4.2% | -21.6% | +17.3% | -1.0% |
| 1Y | -5.3% | -22.0% | +16.7% | -2.2% |
| 3Y | +38.8% | -40.4% | +79.2% | +46.3% |
| 5Y | +14.2% | -63.8% | +78.0% | +32.0% |
| All | +290.7% | +57.9% | +232.9% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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