+914.8%
IGV vs CMS
+433.9%
+480.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -5.2% | -1.3% | -3.9% | -4.8% |
| 30D | -10.0% | +6.3% | -16.3% | -11.8% |
| 3M | -0.5% | -2.1% | +1.5% | -0.2% |
| 6M | +12.6% | -5.1% | +17.7% | +13.7% |
| YTD | -6.4% | +1.3% | -7.7% | -7.8% |
| 1Y | -9.5% | -1.4% | -8.1% | -10.2% |
| 3Y | +41.7% | +36.9% | +4.8% | +24.8% |
| 5Y | +12.7% | +32.5% | -19.9% | -1.0% |
| 10Y | +354.1% | +126.8% | +227.3% | +226.9% |
| All | +914.8% | +433.9% | +480.9% | +380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling