+41.1%
IGV vs CCL
+55.0%
-13.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | 0.0% | -20.0% | +19.9% | +5.1% |
| 3M | +7.3% | -13.7% | +21.0% | +10.6% |
| 6M | +16.7% | -9.0% | +25.7% | +17.4% |
| YTD | -2.8% | -22.8% | +20.0% | +1.4% |
| 1Y | -6.7% | -25.3% | +18.6% | -2.3% |
| 3Y | +41.1% | +54.1% | -12.9% | +17.6% |
| All | +41.1% | +55.0% | -13.9% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling