+354.8%
IGV vs CL
+76.2%
+278.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.2% |
| 7D | -0.4% | +0.5% | -1.0% | -0.6% |
| 30D | -9.9% | +11.6% | -21.5% | -12.7% |
| 3M | -1.2% | +5.6% | -6.8% | -2.8% |
| 6M | +11.3% | +13.2% | -1.8% | +7.2% |
| YTD | -4.0% | +26.9% | -30.9% | -11.5% |
| 1Y | -7.3% | +27.3% | -34.6% | -14.8% |
| 3Y | +42.8% | +39.7% | +3.0% | +22.4% |
| 5Y | +13.7% | +41.3% | -27.7% | -4.4% |
| 10Y | +354.8% | +76.3% | +278.5% | +245.1% |
| All | +354.8% | +76.2% | +278.6% | +245.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling