+727.1%
IGV vs CG
+351.2%
+375.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.6% |
| 7D | -4.5% | -4.3% | -0.2% | -2.9% |
| 30D | +3.2% | -5.1% | +8.3% | +5.1% |
| 3M | +4.5% | +8.7% | -4.1% | +0.9% |
| 6M | +22.1% | -9.2% | +31.3% | +25.5% |
| YTD | -1.0% | -18.9% | +17.8% | +5.6% |
| 1Y | -2.1% | -25.6% | +23.5% | +7.3% |
| 3Y | +44.6% | +57.3% | -12.7% | +15.7% |
| 5Y | +22.2% | +10.2% | +12.0% | +8.1% |
| 10Y | +364.7% | +364.2% | +0.5% | +162.5% |
| All | +727.1% | +351.2% | +375.9% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling