+14.3%
IGV vs CBRS
-73.8%
+88.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +7.0% | +1.0% |
| 7D | -7.5% | -18.4% | +10.9% | -7.2% |
| 30D | -5.6% | -49.4% | +43.8% | -5.2% |
| 3M | +1.5% | -59.6% | +61.1% | +1.8% |
| All | +14.3% | -73.8% | +88.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 1y: compounded portfolio wealth divided by compounded CBRS 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…
1y analysis · Full analysis span regression · Available span rolling