+938.5%
IGV vs FTI
+2,195.8%
-1,257.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.7% |
| 7D | +2.3% | +4.3% | -2.0% | +1.3% |
| 30D | -6.0% | -4.7% | -1.3% | -5.1% |
| 3M | -4.8% | -13.5% | +8.7% | -1.8% |
| 6M | +14.2% | -8.7% | +22.9% | +15.7% |
| YTD | -4.2% | +49.0% | -53.2% | -14.3% |
| 1Y | -5.3% | +54.0% | -59.3% | -16.0% |
| 3Y | +38.8% | +211.6% | -172.8% | +1.6% |
| 5Y | +14.2% | +881.9% | -867.7% | -40.0% |
| 10Y | +357.6% | +188.1% | +169.5% | +182.2% |
| All | +938.5% | +2,195.8% | -1,257.4% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling