+941.3%
IGV vs CI
+956.7%
-15.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -0.4% | +0.1% | -0.6% | -0.5% |
| 30D | -9.9% | +4.7% | -14.6% | -11.1% |
| 3M | -1.2% | +5.2% | -6.4% | -2.8% |
| 6M | +11.3% | +3.8% | +7.5% | +9.4% |
| YTD | -4.0% | +9.2% | -13.2% | -7.4% |
| 1Y | -7.3% | +14.3% | -21.6% | -11.8% |
| 3Y | +42.8% | +8.4% | +34.3% | +32.9% |
| 5Y | +13.7% | +50.0% | -36.4% | -5.0% |
| 10Y | +354.8% | +142.2% | +212.6% | +215.7% |
| All | +941.3% | +956.7% | -15.5% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling