+949.2%
IGV vs CLS
+452.5%
+496.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.5% | -6.6% | -0.3% |
| 7D | -1.3% | +2.8% | -4.0% | -2.2% |
| 30D | -8.1% | -30.1% | +22.0% | -0.4% |
| 3M | -1.6% | -21.7% | +20.1% | +2.5% |
| 6M | +12.7% | -36.2% | +49.0% | +20.9% |
| YTD | -3.3% | -17.8% | +14.6% | -6.1% |
| 1Y | -7.9% | -26.8% | +18.9% | -9.0% |
| 3Y | +40.3% | +853.4% | -813.0% | -39.8% |
| 5Y | +17.3% | +2,005.0% | -1,987.7% | -61.0% |
| 10Y | +362.3% | +1,929.4% | -1,567.1% | +39.0% |
| All | +949.2% | +452.5% | +496.7% | +258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling