+357.9%
IGV vs CMS
+117.1%
+240.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -3.3% | +1.2% | -4.5% | -3.6% |
| 30D | 0.0% | -3.2% | +3.1% | +0.7% |
| 3M | +7.3% | -2.2% | +9.6% | +7.6% |
| 6M | +16.7% | -9.4% | +26.2% | +19.0% |
| YTD | -2.8% | +0.7% | -3.5% | -3.9% |
| 1Y | -6.7% | +0.4% | -7.0% | -7.8% |
| 3Y | +41.1% | +35.2% | +6.0% | +25.4% |
| 5Y | +22.0% | +24.1% | -2.1% | +10.1% |
| 10Y | +357.9% | +115.8% | +242.1% | +252.9% |
| All | +357.9% | +117.1% | +240.8% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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