+60.0%
IGV vs CIFR
+78.3%
-18.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.4% |
| 7D | -4.5% | +16.9% | -21.4% | -5.7% |
| 30D | +3.2% | -5.2% | +8.4% | +3.2% |
| 3M | +4.5% | -30.6% | +35.1% | +5.7% |
| 6M | +22.1% | +10.6% | +11.5% | +17.6% |
| YTD | -1.0% | +20.2% | -21.2% | -6.1% |
| 1Y | -2.1% | +139.7% | -141.8% | -13.9% |
| 3Y | +44.6% | +489.4% | -444.8% | +8.3% |
| 5Y | +22.2% | +54.4% | -32.2% | -12.6% |
| All | +60.0% | +78.3% | -18.3% | +11.9% |
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 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