+354.8%
IGV vs CB
+246.2%
+108.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -0.4% | -1.5% | +1.1% | 0.0% |
| 30D | -9.9% | +6.5% | -16.5% | -11.7% |
| 3M | -1.2% | +4.1% | -5.3% | -2.5% |
| 6M | +11.3% | +14.4% | -3.1% | +6.4% |
| YTD | -4.0% | +17.5% | -21.5% | -9.5% |
| 1Y | -7.3% | +27.5% | -34.9% | -15.0% |
| 3Y | +42.8% | +71.6% | -28.8% | +16.3% |
| 5Y | +13.7% | +100.6% | -87.0% | -13.4% |
| 10Y | +354.8% | +243.0% | +111.8% | +178.2% |
| All | +354.8% | +246.2% | +108.6% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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