+354.8%
IGV vs CP
+261.0%
+93.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.7% |
| 7D | -0.4% | +2.8% | -3.2% | -1.7% |
| 30D | -9.9% | +11.3% | -21.3% | -14.4% |
| 3M | -1.2% | +2.9% | -4.1% | -2.7% |
| 6M | +11.3% | +9.8% | +1.6% | +5.9% |
| YTD | -4.0% | +28.5% | -32.5% | -16.3% |
| 1Y | -7.3% | +33.5% | -40.8% | -20.8% |
| 3Y | +42.8% | +31.9% | +10.8% | +19.9% |
| 5Y | +13.7% | +25.5% | -11.8% | -3.5% |
| 10Y | +354.8% | +257.6% | +97.2% | +133.5% |
| All | +354.8% | +261.0% | +93.8% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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