+45.2%
IGV vs CEG
+703.5%
-658.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -1.5% | +1.3% | -2.9% | -1.8% |
| 30D | -3.0% | +8.8% | -11.9% | -4.7% |
| 3M | +9.6% | +17.0% | -7.4% | +5.9% |
| 6M | +16.1% | -8.7% | +24.8% | +16.9% |
| YTD | -3.6% | -16.4% | +12.8% | -1.8% |
| 1Y | -7.8% | -1.8% | -6.1% | -9.7% |
| 3Y | +40.0% | +175.8% | -135.8% | +0.1% |
| All | +45.2% | +703.5% | -658.3% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling