+357.1%
IGV vs CL
+78.1%
+279.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.3% | +2.6% | -4.9% | -2.9% |
| 30D | -11.0% | +11.8% | -22.7% | -13.7% |
| 3M | -4.5% | +5.9% | -10.4% | -6.1% |
| 6M | +10.1% | +13.3% | -3.2% | +5.9% |
| YTD | -5.1% | +27.1% | -32.2% | -12.5% |
| 1Y | -10.2% | +28.0% | -38.2% | -17.6% |
| 3Y | +37.7% | +39.4% | -1.6% | +18.2% |
| 5Y | +15.7% | +40.8% | -25.1% | -2.4% |
| 10Y | +357.1% | +84.9% | +272.2% | +240.7% |
| All | +357.1% | +78.1% | +279.0% | +240.7% |
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