-7.5%
IGV vs CG
-14.1%
+6.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | -0.6% |
| 7D | -7.5% | +9.4% | -16.9% | -10.3% |
| 30D | -5.6% | +8.7% | -14.3% | -8.4% |
| 3M | +1.5% | -15.0% | +16.5% | +7.3% |
| 6M | +17.1% | -13.2% | +30.3% | +22.7% |
| YTD | -2.0% | -26.2% | +24.2% | +8.1% |
| 1Y | -7.5% | -14.1% | +6.6% | -4.4% |
| All | -7.5% | -14.1% | +6.5% | -4.4% |
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