+363.6%
IGV vs CAG
-37.3%
+400.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +2.3% | -3.3% | +5.7% | +2.6% |
| 30D | -6.0% | +7.7% | -13.7% | -6.8% |
| 3M | -4.8% | -3.2% | -1.6% | -4.7% |
| 6M | +14.2% | +7.0% | +7.3% | +13.1% |
| YTD | -4.2% | -9.0% | +4.7% | -4.0% |
| 1Y | -5.3% | -9.6% | +4.3% | -5.0% |
| 3Y | +38.8% | -36.0% | +74.8% | +43.6% |
| 5Y | +14.2% | -40.9% | +55.1% | +18.7% |
| All | +363.6% | -37.3% | +400.8% | +347.1% |
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