-0.8%
CRM vs IGV
+20.8%
-21.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | -4.4% | -2.9% | -1.5% | -1.3% |
| 30D | +28.1% | -1.5% | +29.7% | +31.3% |
| 3M | +48.8% | +11.7% | +37.1% | +33.4% |
| 6M | +28.3% | +18.4% | +9.8% | +8.6% |
| YTD | -6.0% | -3.9% | -2.1% | -0.7% |
| 1Y | +1.4% | -9.7% | +11.1% | +14.3% |
| 3Y | +11.8% | +38.4% | -26.6% | -20.2% |
| All | -0.8% | +20.8% | -21.6% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling