+43.0%
IGV vs CEG
+632.0%
-589.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.6% |
| 7D | -2.3% | +1.7% | -3.9% | -2.7% |
| 30D | -11.0% | -10.2% | -0.8% | -9.4% |
| 3M | -4.5% | -0.8% | -3.6% | -5.0% |
| 6M | +10.1% | -11.5% | +21.6% | +11.3% |
| YTD | -5.1% | -23.9% | +18.8% | -2.1% |
| 1Y | -10.2% | -25.4% | +15.2% | -7.2% |
| 3Y | +37.7% | +124.2% | -86.4% | +3.2% |
| All | +43.0% | +632.0% | -589.0% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling