+49.1%
IGV vs CEG
+717.3%
-668.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -3.1% |
| 7D | -4.5% | +8.0% | -12.5% | -5.9% |
| 30D | +3.2% | +12.9% | -9.7% | +0.8% |
| 3M | +4.5% | +13.2% | -8.6% | +1.7% |
| 6M | +22.1% | -7.0% | +29.1% | +22.5% |
| YTD | -1.0% | -15.0% | +14.0% | +0.6% |
| 1Y | -2.1% | -2.7% | +0.6% | -3.9% |
| 3Y | +44.6% | +184.1% | -139.5% | +2.7% |
| All | +49.1% | +717.3% | -668.2% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling