+1,096.3%
IGV vs CAPR
-99.1%
+1,195.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +4.5% | -66.4% | +70.9% | +5.0% |
| 6M | +22.1% | -63.1% | +85.3% | +22.5% |
| YTD | -1.0% | -67.4% | +66.4% | -0.7% |
| 1Y | -2.1% | +58.2% | -60.4% | -6.6% |
| 3Y | +44.6% | +42.2% | +2.4% | +35.7% |
| 5Y | +22.2% | +87.3% | -65.1% | +13.4% |
| 10Y | +364.7% | -75.3% | +440.0% | +318.1% |
| All | +1,096.3% | -99.1% | +1,195.4% | +953.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling