+405.1%
IGV vs FTV
+90.8%
+314.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.7% |
| 7D | -4.5% | -4.5% | 0.0% | -2.2% |
| 30D | +3.2% | -7.1% | +10.3% | +7.1% |
| 3M | +4.5% | -7.2% | +11.7% | +7.9% |
| 6M | +22.1% | -1.5% | +23.6% | +21.8% |
| YTD | -1.0% | +3.5% | -4.5% | -4.6% |
| 1Y | -2.1% | +20.3% | -22.5% | -13.3% |
| 3Y | +44.6% | -3.1% | +47.7% | +41.8% |
| 5Y | +22.2% | +2.3% | +19.8% | +14.6% |
| 10Y | +364.7% | +76.3% | +288.4% | +241.2% |
| All | +405.1% | +90.8% | +314.4% | +265.8% |
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