+702.4%
IGV vs CG
+278.1%
+424.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.8% |
| 7D | +2.5% | -1.5% | +4.0% | +2.9% |
| 30D | -8.6% | +5.7% | -14.3% | -10.7% |
| 3M | -1.6% | -17.9% | +16.3% | +5.3% |
| 6M | +13.4% | -20.2% | +33.6% | +22.1% |
| YTD | -4.0% | -32.0% | +28.0% | +8.9% |
| 1Y | -7.6% | -27.0% | +19.4% | +2.0% |
| 3Y | +39.3% | +42.8% | -3.5% | +15.3% |
| 5Y | +14.5% | -23.4% | +37.9% | +14.5% |
| 10Y | +358.7% | +278.2% | +80.6% | +177.4% |
| All | +702.4% | +278.1% | +424.3% | +376.0% |
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