-10.8%
IGV vs FRMI
-77.3%
+66.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.5% | -13.3% | -2.3% |
| 7D | -3.3% | +23.3% | -26.6% | -4.2% |
| 30D | 0.0% | -7.6% | +7.6% | 0.0% |
| 3M | +7.3% | +0.2% | +7.2% | +6.0% |
| 6M | +16.7% | -28.7% | +45.4% | +16.3% |
| YTD | -2.8% | -28.6% | +25.8% | -3.5% |
| All | -10.8% | -77.3% | +66.5% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling