+478.6%
IGV vs CFG
+347.0%
+131.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | -10.0% | +1.1% | -11.0% | -10.2% |
| 3M | -0.5% | -12.0% | +11.4% | +2.9% |
| 6M | +12.6% | -2.2% | +14.8% | +12.8% |
| YTD | -6.4% | +11.4% | -17.8% | -10.0% |
| 1Y | -9.5% | +27.8% | -37.4% | -16.3% |
| 3Y | +41.7% | +173.3% | -131.6% | +4.7% |
| 5Y | +12.7% | +62.4% | -49.8% | -6.2% |
| 10Y | +354.1% | +249.6% | +104.5% | +167.5% |
| All | +478.6% | +347.0% | +131.6% | +209.4% |
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 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