+55.4%
IGV vs CIFR
+69.3%
-14.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.1% |
| 7D | -2.9% | -5.0% | +2.1% | -2.6% |
| 30D | -1.5% | -5.7% | +4.2% | -1.5% |
| 3M | +11.7% | -25.5% | +37.2% | +12.3% |
| 6M | +18.4% | +19.4% | -1.0% | +13.3% |
| YTD | -3.9% | +14.2% | -18.1% | -8.5% |
| 1Y | -9.7% | +69.0% | -78.7% | -18.2% |
| 3Y | +38.4% | +503.9% | -465.5% | +3.5% |
| 5Y | +21.6% | +27.7% | -6.1% | -11.4% |
| All | +55.4% | +69.3% | -14.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 10y: compounded portfolio wealth divided by compounded CIFR 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…
10y analysis · Full analysis span regression · 6 months rolling