+41.1%
IGV vs CIFR
+506.9%
-465.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.2% | -2.1% |
| 7D | -3.3% | +26.7% | -30.0% | -5.0% |
| 30D | 0.0% | +7.7% | -7.8% | -0.9% |
| 3M | +7.3% | -23.8% | +31.1% | +7.8% |
| 6M | +16.7% | +35.9% | -19.2% | +10.3% |
| YTD | -2.8% | +25.4% | -28.3% | -8.3% |
| 1Y | -6.7% | +139.8% | -146.4% | -18.6% |
| 3Y | +41.1% | +515.0% | -473.8% | +7.6% |
| All | +41.1% | +506.9% | -465.8% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling