+14.5%
IGV vs CAG
-41.2%
+55.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.9% |
| 7D | +2.5% | -6.2% | +8.7% | +2.2% |
| 30D | -8.6% | +7.4% | -16.0% | -8.3% |
| 3M | -1.6% | -1.6% | 0.0% | -1.6% |
| 6M | +13.4% | +6.3% | +7.1% | +13.8% |
| YTD | -4.0% | -10.1% | +6.1% | -4.3% |
| 1Y | -7.6% | -10.2% | +2.6% | -8.0% |
| 3Y | +39.3% | -37.3% | +76.6% | +37.3% |
| 5Y | +14.5% | -41.6% | +56.1% | +13.6% |
| All | +14.5% | -41.2% | +55.7% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling