+1,250.5%
IGV vs CF
+5,948.3%
-4,697.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.6% |
| 7D | -4.5% | +6.0% | -10.5% | -5.7% |
| 30D | +3.2% | +14.8% | -11.6% | +0.2% |
| 3M | +4.5% | +14.1% | -9.5% | +1.2% |
| 6M | +22.1% | +28.5% | -6.4% | +13.7% |
| YTD | -1.0% | +74.9% | -76.0% | -13.8% |
| 1Y | -2.1% | +61.7% | -63.8% | -13.6% |
| 3Y | +44.6% | +80.3% | -35.7% | +22.5% |
| 5Y | +22.2% | +226.0% | -203.8% | -12.8% |
| 10Y | +364.7% | +569.9% | -205.1% | +162.3% |
| All | +1,250.5% | +5,948.3% | -4,697.8% | +309.1% |
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