+22.0%
IGV vs CLS
+3,459.5%
-3,437.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.6% | -7.5% | -3.0% |
| 7D | -3.3% | +12.8% | -16.1% | -5.9% |
| 30D | 0.0% | +3.8% | -3.8% | -1.2% |
| 3M | +7.3% | -14.6% | +22.0% | +9.1% |
| 6M | +16.7% | +32.2% | -15.5% | +5.2% |
| YTD | -2.8% | +11.6% | -14.5% | -10.0% |
| 1Y | -6.7% | +35.1% | -41.7% | -19.4% |
| 3Y | +41.1% | +1,312.5% | -1,271.4% | -46.3% |
| 5Y | +22.0% | +3,542.1% | -3,520.1% | -67.2% |
| All | +22.0% | +3,459.5% | -3,437.6% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling