+357.1%
IGV vs C
+218.0%
+139.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -2.3% | -0.4% | -1.9% | -2.1% |
| 30D | -11.0% | -5.2% | -5.8% | -9.3% |
| 3M | -4.5% | -9.1% | +4.6% | -1.4% |
| 6M | +10.1% | -1.6% | +11.7% | +9.9% |
| YTD | -5.1% | +6.9% | -12.0% | -8.6% |
| 1Y | -10.2% | +23.0% | -33.2% | -18.0% |
| 3Y | +37.7% | +216.1% | -178.4% | -12.1% |
| 5Y | +15.7% | +112.2% | -96.6% | -16.7% |
| 10Y | +357.1% | +208.8% | +148.3% | +185.9% |
| All | +357.1% | +218.0% | +139.1% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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