+973.2%
IGV vs CLS
+610.4%
+362.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -4.5% | +4.6% | -9.1% | -5.7% |
| 30D | +3.2% | -13.9% | +17.1% | +6.6% |
| 3M | +4.5% | -26.6% | +31.1% | +10.7% |
| 6M | +22.1% | +15.4% | +6.7% | +11.9% |
| YTD | -1.0% | +5.7% | -6.7% | -8.4% |
| 1Y | -2.1% | +41.1% | -43.2% | -18.4% |
| 3Y | +44.6% | +1,228.6% | -1,184.0% | -42.5% |
| 5Y | +22.2% | +3,240.6% | -3,218.5% | -63.8% |
| 10Y | +364.7% | +2,760.3% | -2,395.6% | +29.5% |
| All | +973.2% | +610.4% | +362.8% | +249.5% |
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 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