+973.2%
IGV vs CCI
+883.7%
+89.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.7% |
| 7D | -4.5% | -0.4% | -4.1% | -4.4% |
| 30D | +3.2% | +2.7% | +0.5% | +2.5% |
| 3M | +4.5% | -18.2% | +22.7% | +9.9% |
| 6M | +22.1% | -14.8% | +36.9% | +26.5% |
| YTD | -1.0% | -12.6% | +11.6% | +1.5% |
| 1Y | -2.1% | -16.7% | +14.6% | +1.6% |
| 3Y | +44.6% | -10.5% | +55.1% | +43.8% |
| 5Y | +22.2% | -51.4% | +73.6% | +43.1% |
| 10Y | +364.7% | +20.0% | +344.7% | +324.9% |
| All | +973.2% | +883.7% | +89.5% | +434.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling