+357.7%
IGV vs CMI
+516.5%
-158.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -1.5% | -12.4% | +10.9% | +3.0% |
| 3M | +11.7% | -14.8% | +26.5% | +16.8% |
| 6M | +18.4% | +0.8% | +17.6% | +14.3% |
| YTD | -3.9% | +10.2% | -14.1% | -11.1% |
| 1Y | -9.7% | +37.4% | -47.1% | -24.0% |
| 3Y | +38.4% | +153.3% | -114.8% | -10.3% |
| 5Y | +21.6% | +167.6% | -146.0% | -24.1% |
| All | +357.7% | +516.5% | -158.7% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling