+973.2%
IGV vs CLF
+629.1%
+344.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | -4.5% | +7.6% | -12.1% | -5.6% |
| 30D | +3.2% | -1.2% | +4.4% | +3.2% |
| 3M | +4.5% | -13.4% | +17.9% | +5.8% |
| 6M | +22.1% | +15.4% | +6.7% | +17.7% |
| YTD | -1.0% | -5.9% | +4.8% | -2.6% |
| 1Y | -2.1% | +18.8% | -20.9% | -8.2% |
| 3Y | +44.6% | -19.4% | +64.0% | +37.7% |
| 5Y | +22.2% | -47.7% | +69.9% | +20.4% |
| 10Y | +364.7% | +130.4% | +234.4% | +219.6% |
| All | +973.2% | +629.1% | +344.1% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling