+364.8%
IGV vs CFG
+214.3%
+150.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +2.5% | +1.6% | +0.9% | +2.0% |
| 30D | -8.6% | +3.3% | -11.9% | -9.3% |
| 3M | -1.6% | -11.5% | +10.0% | +1.6% |
| 6M | +13.4% | +6.2% | +7.2% | +11.2% |
| YTD | -4.0% | +14.3% | -18.3% | -8.1% |
| 1Y | -7.6% | +26.7% | -34.4% | -14.1% |
| 3Y | +39.3% | +187.8% | -148.5% | +2.9% |
| 5Y | +14.5% | +61.3% | -46.8% | -3.9% |
| All | +364.8% | +214.3% | +150.5% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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