+354.8%
IGV vs CFG
+248.3%
+106.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.8% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -9.9% | +3.2% | -13.2% | -10.7% |
| 3M | -1.2% | -9.7% | +8.5% | +1.4% |
| 6M | +11.3% | +3.6% | +7.7% | +9.9% |
| YTD | -4.0% | +14.7% | -18.7% | -8.2% |
| 1Y | -7.3% | +29.6% | -36.9% | -14.3% |
| 3Y | +42.8% | +190.6% | -147.8% | +5.4% |
| 5Y | +13.7% | +67.1% | -53.4% | -5.3% |
| 10Y | +354.8% | +237.0% | +117.8% | +241.4% |
| All | +354.8% | +248.3% | +106.5% | +241.4% |
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