+356.3%
IGV vs FTV
+80.1%
+276.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.6% |
| 7D | -5.4% | -5.2% | -0.2% | -2.8% |
| 30D | -2.6% | -11.5% | +8.9% | +3.6% |
| 3M | +10.5% | -9.0% | +19.6% | +15.4% |
| 6M | +18.2% | -2.0% | +20.2% | +18.1% |
| YTD | -4.2% | -0.9% | -3.3% | -5.6% |
| 1Y | -9.8% | +14.8% | -24.6% | -18.3% |
| 3Y | +39.1% | -5.5% | +44.6% | +38.1% |
| 5Y | +21.2% | -1.9% | +23.1% | +16.1% |
| All | +356.3% | +80.1% | +276.2% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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