+37.7%
IGV vs CCL
+155.2%
-117.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.3% | +5.8% | -8.1% | -3.5% |
| 30D | -11.0% | +17.3% | -28.2% | -14.1% |
| 3M | -4.5% | +11.3% | -15.8% | -7.0% |
| 6M | +10.1% | +18.5% | -8.4% | +5.1% |
| YTD | -5.1% | +2.8% | -7.8% | -7.4% |
| 1Y | -10.2% | +16.7% | -27.0% | -15.8% |
| 3Y | +37.7% | +146.0% | -108.3% | +12.3% |
| All | +37.7% | +155.2% | -117.5% | +12.3% |
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