+38.8%
IGV vs CL
+40.9%
-2.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | 0.0% |
| 7D | +2.3% | +3.2% | -0.9% | +2.8% |
| 30D | -6.0% | +8.0% | -14.0% | -4.8% |
| 3M | -4.8% | +7.9% | -12.7% | -3.6% |
| 6M | +14.2% | +14.7% | -0.5% | +16.9% |
| YTD | -4.2% | +29.2% | -33.4% | -0.8% |
| 1Y | -5.3% | +29.5% | -34.8% | -1.8% |
| 3Y | +38.8% | +40.7% | -1.9% | +33.7% |
| All | +38.8% | +40.9% | -2.2% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling