+364.4%
IGV vs CLS
+3,003.3%
-2,638.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -1.5% | +20.1% | -21.6% | -5.5% |
| 30D | -3.0% | +6.0% | -9.1% | -4.7% |
| 3M | +9.6% | -10.3% | +19.9% | +10.2% |
| 6M | +16.1% | +24.5% | -8.4% | +6.3% |
| YTD | -3.6% | +12.9% | -16.5% | -10.9% |
| 1Y | -7.8% | +36.7% | -44.5% | -20.3% |
| 3Y | +40.0% | +1,328.1% | -1,288.1% | -39.7% |
| 5Y | +21.2% | +3,682.3% | -3,661.1% | -60.4% |
| 10Y | +364.4% | +3,038.3% | -2,673.9% | +35.1% |
| All | +364.4% | +3,003.3% | -2,638.8% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling