-4.0%
IGV vs CAI
-11.0%
+7.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.5% |
| 7D | -1.5% | -3.1% | +1.6% | -1.2% |
| 30D | -3.0% | +2.7% | -5.7% | -3.5% |
| 3M | +9.6% | +41.7% | -32.1% | +5.0% |
| 6M | +16.1% | +26.5% | -10.4% | +11.8% |
| YTD | -3.6% | -10.9% | +7.3% | -4.8% |
| 1Y | -7.8% | -29.2% | +21.4% | -8.4% |
| All | -4.0% | -11.0% | +7.0% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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