+54.9%
IGV vs CIFR
-31.1%
+85.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.1% |
| 7D | +2.3% | +4.8% | -2.5% | +1.9% |
| 30D | -6.0% | -31.0% | +25.0% | -3.9% |
| 3M | -4.8% | -58.7% | +53.9% | +0.4% |
| 6M | +14.2% | -67.7% | +81.9% | +20.6% |
| YTD | -4.2% | -53.5% | +49.3% | -3.4% |
| 1Y | -5.3% | -54.1% | +48.8% | -4.7% |
| 3Y | +38.8% | +138.2% | -99.4% | +10.9% |
| 5Y | +14.2% | -18.5% | +32.7% | -14.4% |
| All | +54.9% | -31.1% | +85.9% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling