+38.8%
IGV vs CB
+74.1%
-35.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.2% |
| 7D | +2.3% | +2.9% | -0.6% | +2.5% |
| 30D | -6.0% | +7.3% | -13.3% | -5.8% |
| 3M | -4.8% | +9.4% | -14.2% | -4.5% |
| 6M | +14.2% | +19.6% | -5.4% | +14.8% |
| YTD | -4.2% | +21.5% | -25.7% | -4.1% |
| 1Y | -5.3% | +28.0% | -33.3% | -5.6% |
| 3Y | +38.8% | +74.9% | -36.1% | +34.6% |
| All | +38.8% | +74.1% | -35.3% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling