-9.2%
IGV vs CF
+47.0%
-56.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -0.4% | -0.9% | +0.4% | -0.4% |
| 30D | -9.9% | +6.9% | -16.9% | -9.2% |
| 3M | -1.2% | +4.8% | -6.0% | -0.5% |
| 6M | +11.3% | +4.7% | +6.7% | +11.9% |
| YTD | -4.0% | +56.5% | -60.5% | -0.7% |
| All | -9.2% | +47.0% | -56.3% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling