+354.8%
IGV vs CAPR
-64.9%
+419.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.4% | -6.8% | +2.5% |
| 7D | -0.4% | +36.0% | -36.5% | -0.9% |
| 30D | -9.9% | +25.8% | -35.7% | -10.3% |
| 3M | -1.2% | +140.8% | -142.0% | -3.0% |
| 6M | +11.3% | -67.6% | +78.9% | +12.0% |
| YTD | -4.0% | -65.9% | +61.9% | -3.7% |
| 1Y | -7.3% | +66.1% | -73.4% | -13.1% |
| 3Y | +42.8% | +256.9% | -214.1% | +27.1% |
| 5Y | +13.7% | +172.1% | -158.4% | +0.4% |
| 10Y | +354.8% | -64.7% | +419.5% | +281.3% |
| All | +354.8% | -64.9% | +419.7% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling