+356.3%
IGV vs FTI
+301.2%
+55.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.2% |
| 7D | -5.4% | -5.6% | +0.2% | -4.6% |
| 30D | -2.6% | +0.4% | -3.0% | -2.7% |
| 3M | +10.5% | +8.1% | +2.4% | +8.9% |
| 6M | +18.2% | +16.7% | +1.5% | +14.9% |
| YTD | -4.2% | +70.0% | -74.2% | -12.2% |
| 1Y | -9.8% | +85.4% | -95.3% | -18.6% |
| 3Y | +39.1% | +265.9% | -226.8% | +12.3% |
| 5Y | +21.2% | +1,072.7% | -1,051.5% | -18.8% |
| All | +356.3% | +301.2% | +55.1% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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