+973.2%
IGV vs CI
+904.4%
+68.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -4.5% | +1.3% | -5.8% | -4.8% |
| 30D | +3.2% | +4.4% | -1.2% | +2.0% |
| 3M | +4.5% | +0.7% | +3.9% | +3.9% |
| 6M | +22.1% | +0.3% | +21.8% | +21.0% |
| YTD | -1.0% | +3.8% | -4.9% | -3.1% |
| 1Y | -2.1% | -5.5% | +3.4% | -2.6% |
| 3Y | +44.6% | +8.1% | +36.5% | +34.6% |
| 5Y | +22.2% | +42.8% | -20.6% | +3.5% |
| 10Y | +364.7% | +143.9% | +220.8% | +221.8% |
| All | +973.2% | +904.4% | +68.8% | +337.6% |
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