+356.3%
IGV vs CG
+321.9%
+34.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | +0.4% |
| 7D | -5.4% | -9.8% | +4.4% | -1.3% |
| 30D | -2.6% | -10.3% | +7.7% | +1.8% |
| 3M | +10.5% | -1.7% | +12.2% | +10.8% |
| 6M | +18.2% | -9.8% | +28.0% | +22.1% |
| YTD | -4.2% | -25.6% | +21.4% | +6.6% |
| 1Y | -9.8% | -32.5% | +22.7% | +3.9% |
| 3Y | +39.1% | +45.6% | -6.5% | +10.6% |
| 5Y | +21.2% | +3.7% | +17.5% | +7.5% |
| All | +356.3% | +321.9% | +34.4% | +158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling