+941.2%
IGV vs CLS
+477.7%
+463.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.3% | -1.9% |
| 7D | +2.5% | +23.5% | -21.1% | -3.1% |
| 30D | -8.6% | -28.9% | +20.3% | -1.3% |
| 3M | -1.6% | -25.2% | +23.6% | +3.9% |
| 6M | +13.4% | -32.1% | +45.5% | +19.7% |
| YTD | -4.0% | -14.1% | +10.1% | -7.9% |
| 1Y | -7.6% | -24.1% | +16.4% | -9.6% |
| 3Y | +39.3% | +897.0% | -857.7% | -41.0% |
| 5Y | +14.5% | +2,089.9% | -2,075.4% | -62.4% |
| 10Y | +358.7% | +2,022.2% | -1,663.5% | +36.3% |
| All | +941.2% | +477.7% | +463.4% | +251.2% |
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