+1,210.2%
IGV vs CF
+5,566.0%
-4,355.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.0% |
| 7D | +2.5% | +5.4% | -2.9% | +1.4% |
| 30D | -8.6% | +6.5% | -15.1% | -9.9% |
| 3M | -1.6% | +4.6% | -6.2% | -3.0% |
| 6M | +13.4% | -3.3% | +16.8% | +13.0% |
| YTD | -4.0% | +63.9% | -67.9% | -15.7% |
| 1Y | -7.6% | +50.4% | -58.1% | -17.4% |
| 3Y | +39.3% | +68.2% | -29.0% | +19.4% |
| 5Y | +14.5% | +113.8% | -99.3% | -10.4% |
| 10Y | +358.7% | +479.3% | -120.6% | +167.3% |
| All | +1,210.2% | +5,566.0% | -4,355.8% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling