+359.1%
IGV vs CCI
+22.9%
+336.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -1.5% | -0.3% | -1.3% | -1.4% |
| 30D | -3.0% | +2.1% | -5.2% | -3.7% |
| 3M | +9.6% | -17.8% | +27.4% | +16.8% |
| 6M | +16.1% | -14.2% | +30.3% | +21.3% |
| YTD | -3.6% | -13.3% | +9.7% | -0.2% |
| 1Y | -7.8% | -16.6% | +8.8% | -3.5% |
| 3Y | +40.0% | -10.8% | +50.8% | +36.4% |
| 5Y | +21.2% | -50.3% | +71.5% | +53.6% |
| All | +359.1% | +22.9% | +336.2% | +319.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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