+12.6%
IGV vs CI
+7.4%
+5.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.6% |
| 7D | -5.2% | -1.6% | -3.6% | -5.4% |
| 30D | -10.0% | +5.4% | -15.4% | -9.0% |
| 3M | -0.5% | +7.3% | -7.8% | +1.3% |
| 6M | +12.6% | +5.3% | +7.3% | +16.0% |
| All | +12.6% | +7.4% | +5.2% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling