+914.8%
IGV vs CI
+949.5%
-34.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.6% |
| 7D | -5.2% | -1.6% | -3.6% | -4.8% |
| 30D | -10.0% | +5.4% | -15.4% | -11.3% |
| 3M | -0.5% | +7.3% | -7.8% | -2.6% |
| 6M | +12.6% | +5.3% | +7.3% | +10.2% |
| YTD | -6.4% | +8.5% | -14.9% | -9.6% |
| 1Y | -9.5% | +17.1% | -26.6% | -14.5% |
| 3Y | +41.7% | +1.4% | +40.3% | +34.4% |
| 5Y | +12.7% | +50.5% | -37.8% | -5.9% |
| 10Y | +354.1% | +168.5% | +185.5% | +206.1% |
| All | +914.8% | +949.5% | -34.7% | +308.2% |
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 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