+23.5%
IGV vs CL
+28.4%
-4.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -2.2% |
| 7D | -4.5% | -2.2% | -2.3% | -4.4% |
| 30D | +3.2% | -4.8% | +8.1% | +3.4% |
| 3M | +4.5% | +4.9% | -0.4% | +4.5% |
| 6M | +22.1% | -5.7% | +27.8% | +22.5% |
| YTD | -1.0% | +14.4% | -15.4% | -2.2% |
| 1Y | -2.1% | +8.7% | -10.9% | -2.7% |
| 3Y | +44.6% | +30.0% | +14.6% | +33.8% |
| All | +23.5% | +28.4% | -4.9% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling