+363.6%
IGV vs CL
+88.0%
+275.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | +2.3% | +3.2% | -0.9% | +1.5% |
| 30D | -6.0% | +8.0% | -14.0% | -8.0% |
| 3M | -4.8% | +7.9% | -12.7% | -6.9% |
| 6M | +14.2% | +14.7% | -0.5% | +9.6% |
| YTD | -4.2% | +29.2% | -33.4% | -12.1% |
| 1Y | -5.3% | +29.5% | -34.8% | -13.3% |
| 3Y | +38.8% | +40.7% | -1.9% | +19.0% |
| 5Y | +14.2% | +43.9% | -29.6% | -4.3% |
| All | +363.6% | +88.0% | +275.6% | +243.4% |
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