+363.6%
IGV vs CCL
-32.5%
+396.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.3% | -1.2% | +3.5% | +2.5% |
| 30D | -6.0% | +13.1% | -19.1% | -8.3% |
| 3M | -4.8% | +3.4% | -8.2% | -5.8% |
| 6M | +14.2% | +18.7% | -4.5% | +9.7% |
| YTD | -4.2% | -2.3% | -2.0% | -5.6% |
| 1Y | -5.3% | +14.2% | -19.5% | -9.6% |
| 3Y | +38.8% | +133.6% | -94.8% | +13.6% |
| 5Y | +14.2% | +33.5% | -19.3% | -3.5% |
| All | +363.6% | -32.5% | +396.0% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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