-9.7%
IGV vs CAG
-18.8%
+9.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.2% |
| 7D | -2.9% | -5.7% | +2.8% | -3.5% |
| 30D | -1.5% | -2.4% | +0.9% | -1.8% |
| 3M | +11.7% | +9.8% | +1.9% | +13.1% |
| 6M | +18.4% | -10.8% | +29.3% | +15.1% |
| YTD | -3.9% | -10.8% | +6.9% | -6.2% |
| 1Y | -9.7% | -19.0% | +9.3% | -13.2% |
| All | -9.7% | -18.8% | +9.1% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling