+22.0%
IGV vs CCI
-50.2%
+72.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -3.3% | +0.2% | -3.5% | -3.3% |
| 30D | 0.0% | +0.5% | -0.5% | -0.2% |
| 3M | +7.3% | -16.3% | +23.6% | +11.9% |
| 6M | +16.7% | -13.9% | +30.7% | +20.4% |
| YTD | -2.8% | -12.4% | +9.6% | -0.6% |
| 1Y | -6.7% | -15.2% | +8.5% | -3.9% |
| 3Y | +41.1% | -9.9% | +51.0% | +35.6% |
| 5Y | +22.0% | -50.8% | +72.8% | +54.2% |
| All | +22.0% | -50.2% | +72.2% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling