+44.0%
IGV vs CAPR
+56.4%
-12.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | -4.5% | -2.0% | -2.5% | -4.5% |
| 30D | +3.2% | +139.2% | -136.0% | +2.7% |
| 3M | +4.5% | -66.4% | +70.9% | +4.9% |
| 6M | +22.1% | -63.1% | +85.3% | +22.4% |
| YTD | -1.0% | -67.4% | +66.4% | -0.7% |
| 1Y | -2.1% | +58.2% | -60.4% | -4.6% |
| All | +44.0% | +56.4% | -12.4% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling