+914.8%
IGV vs CB
+1,581.4%
-666.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.5% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -10.0% | +9.1% | -19.0% | -13.1% |
| 3M | -0.5% | +3.4% | -4.0% | -2.1% |
| 6M | +12.6% | +14.1% | -1.5% | +6.2% |
| YTD | -6.4% | +18.0% | -24.4% | -13.3% |
| 1Y | -9.5% | +30.1% | -39.7% | -19.4% |
| 3Y | +41.7% | +71.8% | -30.1% | +11.1% |
| 5Y | +12.7% | +101.8% | -89.2% | -18.2% |
| 10Y | +354.1% | +252.1% | +101.9% | +148.6% |
| All | +914.8% | +1,581.4% | -666.7% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling