+163.9%
IGV vs CARR
+425.9%
-262.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | -1.5% | +0.6% | -2.2% | -1.7% |
| 30D | -3.0% | -8.7% | +5.6% | -0.8% |
| 3M | +9.6% | -18.4% | +27.9% | +14.8% |
| 6M | +16.1% | -0.6% | +16.7% | +14.2% |
| YTD | -3.6% | +10.9% | -14.6% | -8.7% |
| 1Y | -7.8% | -7.3% | -0.6% | -8.2% |
| 3Y | +40.0% | +2.9% | +37.1% | +33.2% |
| 5Y | +21.2% | +9.6% | +11.6% | +8.1% |
| All | +163.9% | +425.9% | -262.1% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling