+1,175.3%
IGV vs CMG
+4,006.7%
-2,831.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -3.3% | -1.5% | -1.8% | -3.0% |
| 30D | 0.0% | +12.7% | -12.7% | -3.7% |
| 3M | +7.3% | +26.3% | -18.9% | -1.0% |
| 6M | +16.7% | +4.5% | +12.2% | +13.4% |
| YTD | -2.8% | -0.1% | -2.7% | -4.6% |
| 1Y | -6.7% | -6.8% | +0.1% | -7.4% |
| 3Y | +41.1% | -5.0% | +46.1% | +36.5% |
| 5Y | +22.0% | -3.0% | +25.0% | +16.1% |
| 10Y | +357.9% | +323.6% | +34.4% | +184.2% |
| All | +1,175.3% | +4,006.7% | -2,831.4% | +315.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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