+21.2%
IGV vs FTI
+1,177.2%
-1,156.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.5% | -2.3% | +0.8% | -1.1% |
| 30D | -3.0% | +5.0% | -8.1% | -3.9% |
| 3M | +9.6% | +13.8% | -4.3% | +6.8% |
| 6M | +16.1% | +22.9% | -6.8% | +11.2% |
| YTD | -3.6% | +75.0% | -78.6% | -13.8% |
| 1Y | -7.8% | +96.9% | -104.7% | -19.6% |
| 3Y | +40.0% | +276.7% | -236.7% | +7.6% |
| 5Y | +21.2% | +1,157.0% | -1,135.8% | -26.1% |
| All | +21.2% | +1,177.2% | -1,156.0% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling