+356.3%
IGV vs CAG
-35.7%
+392.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | -5.4% | -5.9% | +0.5% | -4.8% |
| 30D | -2.6% | -1.5% | -1.1% | -2.5% |
| 3M | +10.5% | +11.5% | -0.9% | +9.2% |
| 6M | +18.2% | -15.7% | +33.9% | +20.0% |
| YTD | -4.2% | -10.2% | +6.0% | -3.7% |
| 1Y | -9.8% | -18.1% | +8.2% | -8.4% |
| 3Y | +39.1% | -39.4% | +78.5% | +45.3% |
| 5Y | +21.2% | -42.6% | +63.8% | +26.6% |
| All | +356.3% | -35.7% | +392.0% | +353.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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