+23.5%
IGV vs CLF
-47.7%
+71.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | -4.5% | +7.6% | -12.1% | -5.7% |
| 30D | +3.2% | -1.2% | +4.4% | +3.2% |
| 3M | +4.5% | -13.4% | +17.9% | +6.2% |
| 6M | +22.1% | +15.4% | +6.7% | +17.4% |
| YTD | -1.0% | -5.9% | +4.8% | -2.6% |
| 1Y | -2.1% | +18.8% | -20.9% | -9.6% |
| 3Y | +44.6% | -19.4% | +64.0% | +36.2% |
| All | +23.5% | -47.7% | +71.2% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling