-6.7%
IGV vs CMS
-0.5%
-6.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.6% |
| 7D | -3.3% | +1.2% | -4.5% | -2.8% |
| 30D | 0.0% | -3.2% | +3.1% | -1.4% |
| 3M | +7.3% | -2.2% | +9.6% | +6.9% |
| 6M | +16.7% | -9.4% | +26.2% | +13.0% |
| YTD | -2.8% | +0.7% | -3.5% | -2.7% |
| 1Y | -6.7% | +0.4% | -7.0% | -6.6% |
| All | -6.7% | -0.5% | -6.2% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling