+11.2%
IGV vs CI
+49.9%
-38.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | -5.2% | -1.6% | -3.6% | -5.1% |
| 30D | -10.0% | +5.4% | -15.4% | -10.4% |
| 3M | -0.5% | +7.3% | -7.8% | -1.2% |
| 6M | +12.6% | +5.3% | +7.3% | +11.8% |
| YTD | -6.4% | +8.5% | -14.9% | -7.5% |
| 1Y | -9.5% | +17.1% | -26.6% | -11.4% |
| 3Y | +41.7% | +1.4% | +40.3% | +38.9% |
| All | +11.2% | +49.9% | -38.7% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling