+364.8%
IGV vs CAG
-38.0%
+402.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | +2.5% | -6.2% | +8.7% | +3.0% |
| 30D | -8.6% | +7.4% | -16.0% | -9.3% |
| 3M | -1.6% | -1.6% | 0.0% | -1.6% |
| 6M | +13.4% | +6.3% | +7.1% | +12.4% |
| YTD | -4.0% | -10.1% | +6.1% | -3.6% |
| 1Y | -7.6% | -10.2% | +2.6% | -7.3% |
| 3Y | +39.3% | -37.3% | +76.6% | +44.5% |
| 5Y | +14.5% | -41.6% | +56.1% | +19.1% |
| All | +364.8% | -38.0% | +402.8% | +348.7% |
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