+973.2%
IGV vs C
-47.1%
+1,020.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -4.5% | +3.6% | -8.1% | -5.4% |
| 30D | +3.2% | +0.1% | +3.2% | +3.1% |
| 3M | +4.5% | +2.4% | +2.1% | +3.6% |
| 6M | +22.1% | +24.9% | -2.8% | +14.3% |
| YTD | -1.0% | +19.8% | -20.8% | -6.5% |
| 1Y | -2.1% | +44.9% | -47.0% | -12.3% |
| 3Y | +44.6% | +263.0% | -218.4% | +0.1% |
| 5Y | +22.2% | +129.5% | -107.4% | -5.2% |
| 10Y | +364.7% | +291.6% | +73.1% | +197.8% |
| All | +973.2% | -47.1% | +1,020.3% | +1,025.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling