-2.1%
IGV vs CLS
+47.9%
-50.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -4.5% | +4.6% | -9.1% | -5.0% |
| 30D | +3.2% | -13.9% | +17.1% | +4.5% |
| 3M | +4.5% | -26.6% | +31.1% | +7.2% |
| 6M | +22.1% | +15.4% | +6.7% | +18.2% |
| YTD | -1.0% | +5.7% | -6.7% | -3.4% |
| 1Y | -2.1% | +41.1% | -43.2% | -8.5% |
| All | -2.1% | +47.9% | -50.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling