+11.2%
IGV vs CFG
+61.2%
-50.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -5.2% | -0.9% | -4.3% | -4.9% |
| 30D | -10.0% | +1.1% | -11.0% | -10.3% |
| 3M | -0.5% | -12.0% | +11.4% | +3.5% |
| 6M | +12.6% | -2.2% | +14.8% | +12.8% |
| YTD | -6.4% | +11.4% | -17.8% | -10.9% |
| 1Y | -9.5% | +27.8% | -37.4% | -18.0% |
| 3Y | +41.7% | +173.3% | -131.6% | -3.4% |
| All | +11.2% | +61.2% | -50.0% | -9.1% |
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