+941.2%
IGV vs CL
+512.3%
+428.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | -8.6% | +9.5% | -18.0% | -12.3% |
| 3M | -1.6% | +6.6% | -8.2% | -4.6% |
| 6M | +13.4% | +13.2% | +0.2% | +6.7% |
| YTD | -4.0% | +26.9% | -30.9% | -15.0% |
| 1Y | -7.6% | +27.6% | -35.2% | -18.6% |
| 3Y | +39.3% | +39.1% | +0.2% | +14.2% |
| 5Y | +14.5% | +41.3% | -26.8% | -8.2% |
| 10Y | +358.7% | +83.9% | +274.8% | +212.3% |
| All | +941.2% | +512.3% | +428.8% | +299.0% |
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