+163.1%
IGV vs CARR
+421.5%
-258.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | -2.9% | -3.8% | +0.9% | -2.0% |
| 30D | -1.5% | -8.9% | +7.4% | +0.8% |
| 3M | +11.7% | -17.3% | +29.0% | +16.6% |
| 6M | +18.4% | -1.4% | +19.8% | +16.7% |
| YTD | -3.9% | +10.0% | -13.9% | -8.8% |
| 1Y | -9.7% | -6.4% | -3.3% | -10.3% |
| 3Y | +38.4% | +1.5% | +36.9% | +32.1% |
| 5Y | +21.6% | +9.3% | +12.3% | +8.6% |
| All | +163.1% | +421.5% | -258.4% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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