+38.4%
IGV vs CMI
+150.2%
-111.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -1.5% | -12.4% | +10.9% | +1.5% |
| 3M | +11.7% | -14.8% | +26.5% | +14.9% |
| 6M | +18.4% | +0.8% | +17.6% | +13.1% |
| YTD | -3.9% | +10.2% | -14.1% | -12.1% |
| 1Y | -9.7% | +37.4% | -47.1% | -25.1% |
| 3Y | +38.4% | +153.3% | -114.8% | -7.3% |
| All | +38.4% | +150.2% | -111.8% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling