+22.0%
IGV vs CI
+39.3%
-17.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.6% |
| 7D | -3.3% | -2.6% | -0.8% | -3.1% |
| 30D | 0.0% | -2.4% | +2.3% | +0.2% |
| 3M | +7.3% | -4.8% | +12.1% | +7.7% |
| 6M | +16.7% | +2.1% | +14.6% | +16.0% |
| YTD | -2.8% | +1.4% | -4.2% | -3.4% |
| 1Y | -6.7% | -6.8% | +0.1% | -6.5% |
| 3Y | +41.1% | +3.3% | +37.8% | +35.7% |
| 5Y | +22.0% | +41.1% | -19.1% | +5.7% |
| All | +22.0% | +39.3% | -17.4% | +5.7% |
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