+343.0%
IGV vs CF
+561.7%
-218.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -5.2% | -3.2% | -2.0% | -4.8% |
| 30D | -10.0% | +4.3% | -14.3% | -10.8% |
| 3M | -0.5% | +2.8% | -3.3% | -1.5% |
| 6M | +12.6% | +0.6% | +12.0% | +11.4% |
| YTD | -6.4% | +56.6% | -63.1% | -15.8% |
| 1Y | -9.5% | +49.6% | -59.1% | -18.0% |
| 3Y | +41.7% | +61.5% | -19.8% | +24.5% |
| 5Y | +12.7% | +124.0% | -111.3% | -11.4% |
| All | +343.0% | +561.7% | -218.7% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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