-5.3%
IGV vs CCL
+10.1%
-15.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.1% |
| 3M | -4.8% | +3.4% | -8.2% | -5.0% |
| 6M | +14.2% | +18.7% | -4.5% | +12.6% |
| YTD | -4.2% | -2.3% | -2.0% | -4.2% |
| 1Y | -5.3% | +14.2% | -19.5% | -5.8% |
| All | -5.3% | +10.1% | -15.4% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling