+364.4%
IGV vs CI
+143.6%
+220.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | -1.5% | -1.1% | -0.4% | -1.3% |
| 30D | -3.0% | +0.5% | -3.5% | -3.2% |
| 3M | +9.6% | -5.2% | +14.8% | +10.6% |
| 6M | +16.1% | +4.3% | +11.8% | +14.1% |
| YTD | -3.6% | +2.8% | -6.4% | -5.2% |
| 1Y | -7.8% | -5.8% | -2.0% | -8.1% |
| 3Y | +40.0% | +4.7% | +35.2% | +31.5% |
| 5Y | +21.2% | +42.7% | -21.5% | +1.4% |
| 10Y | +364.4% | +141.0% | +223.5% | +230.6% |
| All | +364.4% | +143.6% | +220.8% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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