+238.9%
CRM vs IGV
+365.3%
-126.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | -4.4% | -2.9% | -1.5% | -1.2% |
| 30D | +28.1% | -1.5% | +29.7% | +31.4% |
| 3M | +48.8% | +11.7% | +37.1% | +33.0% |
| 6M | +28.3% | +18.4% | +9.8% | +7.9% |
| YTD | -6.0% | -3.9% | -2.1% | -0.8% |
| 1Y | +1.4% | -9.7% | +11.1% | +14.3% |
| 3Y | +11.8% | +38.4% | -26.6% | -21.0% |
| 5Y | -2.0% | +21.6% | -23.6% | -19.5% |
| All | +238.9% | +365.3% | -126.4% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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