+973.2%
IGV vs FTI
+2,666.4%
-1,693.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -4.5% | +5.3% | -9.8% | -5.7% |
| 30D | +3.2% | +15.3% | -12.1% | -0.3% |
| 3M | +4.5% | +15.8% | -11.2% | +0.4% |
| 6M | +22.1% | +22.6% | -0.5% | +15.2% |
| YTD | -1.0% | +79.5% | -80.6% | -15.0% |
| 1Y | -2.1% | +102.0% | -104.1% | -18.6% |
| 3Y | +44.6% | +315.8% | -271.2% | -1.2% |
| 5Y | +22.2% | +1,129.5% | -1,107.3% | -39.4% |
| 10Y | +364.7% | +320.9% | +43.8% | +158.1% |
| All | +973.2% | +2,666.4% | -1,693.2% | +106.5% |
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