+938.6%
IGV vs CMI
+9,151.4%
-8,212.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.3% |
| 7D | -5.4% | +0.8% | -6.2% | -5.7% |
| 30D | -2.6% | -12.8% | +10.2% | +2.3% |
| 3M | +10.5% | -12.4% | +23.0% | +14.8% |
| 6M | +18.2% | -0.9% | +19.1% | +15.5% |
| YTD | -4.2% | +8.9% | -13.1% | -10.2% |
| 1Y | -9.8% | +37.7% | -47.5% | -23.2% |
| 3Y | +39.1% | +148.9% | -109.7% | -6.8% |
| 5Y | +21.2% | +164.4% | -143.2% | -21.5% |
| 10Y | +361.5% | +506.9% | -145.4% | +107.2% |
| All | +938.6% | +9,151.4% | -8,212.8% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling