+21.2%
IGV vs CLBK
+41.8%
-20.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -1.5% | -1.5% | -0.1% | -1.3% |
| 30D | -3.0% | +6.7% | -9.7% | -4.3% |
| 3M | +9.6% | +21.2% | -11.6% | +5.4% |
| 6M | +16.1% | +42.0% | -25.9% | +8.2% |
| YTD | -3.6% | +63.3% | -66.9% | -12.8% |
| 1Y | -7.8% | +65.4% | -73.2% | -17.0% |
| 3Y | +40.0% | +52.5% | -12.5% | +26.2% |
| 5Y | +21.2% | +42.0% | -20.8% | +6.6% |
| All | +21.2% | +41.8% | -20.6% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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