+38.0%
IGV vs CARR
-0.1%
+38.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.1% |
| 7D | -5.4% | -4.1% | -1.2% | -4.5% |
| 30D | -2.6% | -11.0% | +8.4% | 0.0% |
| 3M | +10.5% | -16.4% | +26.9% | +14.5% |
| 6M | +18.2% | -2.4% | +20.5% | +15.9% |
| YTD | -4.2% | +8.4% | -12.7% | -10.3% |
| 1Y | -9.8% | -8.0% | -1.8% | -10.4% |
| All | +38.0% | -0.1% | +38.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling