+40.2%
IGV vs CIFR
+137.8%
-97.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.9% | -7.0% | +1.2% |
| 7D | -1.3% | +9.4% | -10.7% | -2.1% |
| 30D | -8.1% | -45.3% | +37.2% | -4.7% |
| 3M | -1.6% | -58.7% | +57.1% | +3.5% |
| 6M | +12.7% | -64.9% | +77.7% | +17.9% |
| YTD | -3.3% | -51.8% | +48.6% | -3.2% |
| 1Y | -7.9% | -61.9% | +54.0% | -6.5% |
| All | +40.2% | +137.8% | -97.6% | +14.8% |
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