+28.9%
IGV vs FPS
+24.3%
+4.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.0% |
| 7D | -3.3% | +10.4% | -13.7% | -3.9% |
| 30D | 0.0% | -16.5% | +16.5% | +1.0% |
| 3M | +7.3% | -45.5% | +52.9% | +11.1% |
| 6M | +16.7% | +2.1% | +14.6% | +15.3% |
| All | +28.9% | +24.3% | +4.6% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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