+357.1%
IGV vs CF
+494.2%
-137.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.5% |
| 7D | -2.3% | +4.8% | -7.0% | -3.1% |
| 30D | -11.0% | +9.7% | -20.7% | -12.4% |
| 3M | -4.5% | +1.2% | -5.7% | -5.1% |
| 6M | +10.1% | +7.4% | +2.7% | +7.7% |
| YTD | -5.1% | +60.5% | -65.6% | -15.0% |
| 1Y | -10.2% | +50.7% | -61.0% | -18.7% |
| 3Y | +37.7% | +64.8% | -27.1% | +20.5% |
| 5Y | +15.7% | +115.8% | -100.1% | -8.4% |
| 10Y | +357.1% | +481.0% | -123.9% | +193.4% |
| All | +357.1% | +494.2% | -137.1% | +193.4% |
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