+511.9%
IGV vs CFG
+396.4%
+115.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -4.5% | +1.5% | -6.0% | -4.9% |
| 30D | +3.2% | -3.8% | +7.0% | +4.3% |
| 3M | +4.5% | +11.5% | -7.0% | +1.2% |
| 6M | +22.1% | +19.2% | +2.9% | +15.7% |
| YTD | -1.0% | +23.7% | -24.7% | -7.4% |
| 1Y | -2.1% | +38.8% | -41.0% | -11.6% |
| 3Y | +44.6% | +178.9% | -134.3% | +6.0% |
| 5Y | +22.2% | +101.8% | -79.6% | -4.0% |
| 10Y | +364.7% | +317.3% | +47.5% | +158.6% |
| All | +511.9% | +396.4% | +115.5% | +218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling