-2.1%
IGV vs CEG
-3.0%
+0.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -2.6% |
| 7D | -4.5% | +8.0% | -12.5% | -5.1% |
| 30D | +3.2% | +12.9% | -9.7% | +2.2% |
| 3M | +4.5% | +13.2% | -8.6% | +3.4% |
| 6M | +22.1% | -7.0% | +29.1% | +23.2% |
| YTD | -1.0% | -15.0% | +14.0% | 0.0% |
| 1Y | -2.1% | -2.7% | +0.6% | -3.1% |
| All | -2.1% | -3.0% | +0.9% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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