+354.8%
IGV vs CLF
+92.7%
+262.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.0% | -4.4% | +1.6% |
| 7D | -0.4% | -14.1% | +13.7% | +1.6% |
| 30D | -9.9% | -5.5% | -4.4% | -9.6% |
| 3M | -1.2% | 0.0% | -1.2% | -2.0% |
| 6M | +11.3% | +11.3% | +0.1% | +7.6% |
| YTD | -4.0% | -7.7% | +3.7% | -5.8% |
| 1Y | -7.3% | +17.5% | -24.9% | -12.7% |
| 3Y | +42.8% | -25.4% | +68.2% | +36.6% |
| 5Y | +13.7% | -46.0% | +59.6% | +11.0% |
| 10Y | +354.8% | +80.1% | +274.7% | +235.5% |
| All | +354.8% | +92.7% | +262.1% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling