+914.8%
IGV vs CL
+504.0%
+410.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.7% |
| 7D | -5.2% | +1.3% | -6.5% | -5.8% |
| 30D | -10.0% | +11.4% | -21.3% | -14.3% |
| 3M | -0.5% | +4.4% | -5.0% | -2.8% |
| 6M | +12.6% | +10.8% | +1.8% | +6.9% |
| YTD | -6.4% | +25.1% | -31.6% | -16.7% |
| 1Y | -9.5% | +28.0% | -37.5% | -20.4% |
| 3Y | +41.7% | +37.6% | +4.1% | +16.7% |
| 5Y | +12.7% | +39.7% | -27.0% | -9.3% |
| 10Y | +354.1% | +75.8% | +278.3% | +215.7% |
| All | +914.8% | +504.0% | +410.8% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling