+364.4%
IGV vs CL
+54.1%
+310.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.5% | -2.3% | +0.8% | -0.9% |
| 30D | -3.0% | -5.5% | +2.5% | -1.5% |
| 3M | +9.6% | +0.8% | +8.7% | +9.2% |
| 6M | +16.1% | -4.2% | +20.3% | +17.1% |
| YTD | -3.6% | +13.4% | -17.1% | -8.3% |
| 1Y | -7.8% | +7.1% | -14.9% | -10.9% |
| 3Y | +40.0% | +29.0% | +11.0% | +22.0% |
| 5Y | +21.2% | +28.3% | -7.1% | +4.4% |
| 10Y | +364.4% | +57.3% | +307.1% | +259.6% |
| All | +364.4% | +54.1% | +310.3% | +259.6% |
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