+22.6%
IGV vs FRSH
-72.5%
+95.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.9% | -6.6% | +3.7% | -0.8% |
| 30D | -1.5% | +2.1% | -3.6% | -2.2% |
| 3M | +11.7% | +29.0% | -17.3% | +2.7% |
| 6M | +18.4% | +48.6% | -30.2% | +4.2% |
| YTD | -3.9% | -2.9% | -1.0% | -4.7% |
| 1Y | -9.7% | -7.9% | -1.8% | -9.2% |
| 3Y | +38.4% | -46.5% | +84.9% | +56.3% |
| All | +22.6% | -72.5% | +95.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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