+21.2%
IGV vs CG
+5.5%
+15.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.9% |
| 7D | -1.5% | -6.4% | +4.9% | +1.4% |
| 30D | -3.0% | -7.1% | +4.0% | 0.0% |
| 3M | +9.6% | -1.6% | +11.2% | +9.8% |
| 6M | +16.1% | -8.3% | +24.5% | +19.4% |
| YTD | -3.6% | -23.8% | +20.2% | +7.0% |
| 1Y | -7.8% | -28.7% | +20.9% | +4.7% |
| 3Y | +40.0% | +49.2% | -9.2% | +5.3% |
| 5Y | +21.2% | +5.5% | +15.7% | +6.3% |
| All | +21.2% | +5.5% | +15.7% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling