+973.2%
IGV vs CCL
+23.1%
+950.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -4.5% | -5.0% | +0.5% | -3.2% |
| 30D | +3.2% | -20.3% | +23.6% | +9.6% |
| 3M | +4.5% | -15.1% | +19.7% | +8.7% |
| 6M | +22.1% | -15.1% | +37.2% | +25.4% |
| YTD | -1.0% | -21.8% | +20.7% | +3.3% |
| 1Y | -2.1% | -24.8% | +22.7% | +2.5% |
| 3Y | +44.6% | +51.9% | -7.3% | +19.5% |
| 5Y | +22.2% | +4.0% | +18.1% | +2.6% |
| 10Y | +364.7% | -42.2% | +407.0% | +266.1% |
| All | +973.2% | +23.1% | +950.1% | +366.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling