+357.7%
IGV vs CDE
+61.6%
+296.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -2.9% | -3.1% | +0.2% | -2.6% |
| 30D | -1.5% | +9.5% | -11.0% | -2.6% |
| 3M | +11.7% | +25.5% | -13.8% | +8.3% |
| 6M | +18.4% | -7.9% | +26.3% | +18.0% |
| YTD | -3.9% | +15.6% | -19.5% | -7.2% |
| 1Y | -9.7% | +34.0% | -43.7% | -14.9% |
| 3Y | +38.4% | +791.9% | -753.5% | +1.0% |
| 5Y | +21.6% | +197.7% | -176.1% | -4.2% |
| All | +357.7% | +61.6% | +296.2% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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