-2.1%
IGV vs CL
+8.2%
-10.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.6% |
| 7D | -4.5% | -2.2% | -2.3% | -5.0% |
| 30D | +3.2% | -4.8% | +8.1% | +2.0% |
| 3M | +4.5% | +4.9% | -0.4% | +6.8% |
| 6M | +22.1% | -5.7% | +27.8% | +19.3% |
| YTD | -1.0% | +14.4% | -15.4% | +3.7% |
| 1Y | -2.1% | +8.7% | -10.9% | +3.1% |
| All | -2.1% | +8.2% | -10.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling