+192.0%
IGV vs CLBK
+60.9%
+131.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +2.3% | +0.9% | +1.4% | +2.1% |
| 30D | -6.0% | +3.4% | -9.4% | -6.8% |
| 3M | -4.8% | -4.3% | -0.5% | -3.8% |
| 6M | +14.2% | +28.4% | -14.1% | +6.7% |
| YTD | -4.2% | +59.4% | -63.6% | -15.9% |
| 1Y | -5.3% | +64.8% | -70.1% | -17.6% |
| 3Y | +38.8% | +50.6% | -11.8% | +20.8% |
| 5Y | +14.2% | +28.3% | -14.1% | +0.1% |
| All | +192.0% | +60.9% | +131.1% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling