+546.4%
IGV vs USFR
+28.6%
+517.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -8.6% | +0.4% | -9.0% | -8.8% |
| 3M | -1.6% | +1.0% | -2.6% | -2.1% |
| 6M | +13.4% | +2.0% | +11.4% | +12.2% |
| YTD | -4.0% | +3.4% | -7.4% | -5.7% |
| 1Y | -7.6% | +4.1% | -11.7% | -9.6% |
| 3Y | +39.3% | +14.4% | +24.9% | +29.6% |
| 5Y | +14.5% | +21.4% | -6.9% | +3.2% |
| 10Y | +358.7% | +28.5% | +330.2% | +301.7% |
| All | +546.4% | +28.6% | +517.8% | +460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling