+14.8%
IGV vs CMS
+36.3%
-21.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.3% |
| 7D | +2.3% | +1.7% | +0.6% | +2.3% |
| 30D | -6.0% | +6.2% | -12.2% | -6.3% |
| 3M | -4.8% | +0.6% | -5.4% | -4.8% |
| 6M | +14.2% | -1.8% | +16.0% | +14.3% |
| YTD | -4.2% | +3.8% | -8.1% | -5.1% |
| 1Y | -5.3% | -1.8% | -3.5% | -5.4% |
| 3Y | +38.8% | +39.8% | -1.0% | +27.1% |
| All | +14.8% | +36.3% | -21.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling