+388.8%
IGV vs FTV
+127.6%
+261.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.3% | +3.9% | -1.6% | +0.4% |
| 30D | -6.0% | +18.7% | -24.7% | -13.9% |
| 3M | -4.8% | +10.0% | -14.8% | -9.5% |
| 6M | +14.2% | +14.6% | -0.3% | +5.6% |
| YTD | -4.2% | +23.4% | -27.7% | -15.7% |
| 1Y | -5.3% | +31.3% | -36.6% | -19.5% |
| 3Y | +38.8% | +39.8% | -1.0% | +12.5% |
| 5Y | +14.2% | +17.7% | -3.5% | -0.5% |
| 10Y | +357.6% | +110.2% | +247.3% | +207.3% |
| All | +388.8% | +127.6% | +261.3% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling