+38.9%
IGV vs CAG
-37.6%
+76.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.9% |
| 7D | -1.5% | -6.6% | +5.1% | -2.1% |
| 30D | -3.0% | +2.3% | -5.3% | -2.9% |
| 3M | +9.6% | +16.3% | -6.7% | +11.4% |
| 6M | +16.1% | -16.0% | +32.2% | +13.7% |
| YTD | -3.6% | -7.7% | +4.1% | -4.5% |
| 1Y | -7.8% | -16.0% | +8.2% | -9.3% |
| All | +38.9% | -37.6% | +76.4% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling