-2.1%
IGV vs CG
-24.3%
+22.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.7% |
| 7D | -4.5% | -4.3% | -0.2% | -3.1% |
| 30D | +3.2% | -5.1% | +8.3% | +4.9% |
| 3M | +4.5% | +8.7% | -4.1% | +1.7% |
| 6M | +22.1% | -9.2% | +31.3% | +25.3% |
| YTD | -1.0% | -18.9% | +17.8% | +4.8% |
| 1Y | -2.1% | -25.6% | +23.5% | +5.6% |
| All | -2.1% | -24.3% | +22.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling