+357.9%
IGV vs CLF
+108.7%
+249.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -3.3% | +6.5% | -9.8% | -4.3% |
| 30D | 0.0% | +0.2% | -0.3% | -0.2% |
| 3M | +7.3% | -3.1% | +10.4% | +7.0% |
| 6M | +16.7% | +25.0% | -8.3% | +11.3% |
| YTD | -2.8% | -7.5% | +4.6% | -4.1% |
| 1Y | -6.7% | +11.5% | -18.2% | -11.7% |
| 3Y | +41.1% | -13.7% | +54.8% | +32.7% |
| 5Y | +22.0% | -47.0% | +69.0% | +19.8% |
| 10Y | +357.9% | +116.3% | +241.6% | +229.5% |
| All | +357.9% | +108.7% | +249.3% | +229.5% |
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