+22.0%
IGV vs CFG
+100.9%
-78.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -3.3% | +2.7% | -6.0% | -4.1% |
| 30D | 0.0% | -3.7% | +3.7% | +1.1% |
| 3M | +7.3% | +9.5% | -2.1% | +4.0% |
| 6M | +16.7% | +22.2% | -5.5% | +8.5% |
| YTD | -2.8% | +22.3% | -25.2% | -10.0% |
| 1Y | -6.7% | +39.4% | -46.1% | -17.6% |
| 3Y | +41.1% | +188.5% | -147.4% | -4.3% |
| 5Y | +22.0% | +101.5% | -79.6% | -5.1% |
| All | +22.0% | +100.9% | -78.9% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling