-11.8%
IGV vs FRMI
-78.1%
+66.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.2% |
| 7D | -2.9% | +7.4% | -10.3% | -3.2% |
| 30D | -1.5% | -27.6% | +26.1% | -0.3% |
| 3M | +11.7% | -20.9% | +32.5% | +11.8% |
| 6M | +18.4% | -36.6% | +55.0% | +18.7% |
| YTD | -3.9% | -31.3% | +27.3% | -4.4% |
| All | -11.8% | -78.1% | +66.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 10y: compounded portfolio wealth divided by compounded FRMI 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…
10y analysis · Full analysis span regression · 6 months rolling