+21.2%
IGV vs CAG
-41.8%
+63.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -1.5% | -6.6% | +5.1% | -1.8% |
| 30D | -3.0% | +2.3% | -5.3% | -3.0% |
| 3M | +9.6% | +16.3% | -6.7% | +10.2% |
| 6M | +16.1% | -16.0% | +32.2% | +15.3% |
| YTD | -3.6% | -7.7% | +4.1% | -4.0% |
| 1Y | -7.8% | -16.0% | +8.2% | -8.2% |
| 3Y | +40.0% | -37.7% | +77.7% | +38.4% |
| 5Y | +21.2% | -41.2% | +62.4% | +20.9% |
| All | +21.2% | -41.8% | +63.0% | +20.9% |
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