+356.3%
IGV vs USFR
+28.0%
+328.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -2.6% | +0.3% | -2.9% | -2.8% |
| 3M | +10.5% | +1.0% | +9.6% | +9.9% |
| 6M | +18.2% | +1.9% | +16.3% | +16.9% |
| YTD | -4.2% | +2.7% | -6.9% | -5.7% |
| 1Y | -9.8% | +4.0% | -13.8% | -11.9% |
| 3Y | +39.1% | +14.1% | +25.1% | +28.7% |
| 5Y | +21.2% | +20.5% | +0.7% | +8.6% |
| All | +356.3% | +28.0% | +328.3% | +299.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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