+357.9%
IGV vs CP
+219.6%
+138.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -3.3% | +2.4% | -5.7% | -4.4% |
| 30D | 0.0% | -0.5% | +0.5% | +0.2% |
| 3M | +7.3% | +1.4% | +5.9% | +6.4% |
| 6M | +16.7% | +10.3% | +6.4% | +10.4% |
| YTD | -2.8% | +24.3% | -27.1% | -13.9% |
| 1Y | -6.7% | +20.4% | -27.1% | -16.2% |
| 3Y | +41.1% | +21.8% | +19.3% | +23.5% |
| 5Y | +22.0% | +31.5% | -9.5% | +1.1% |
| 10Y | +357.9% | +223.2% | +134.7% | +140.0% |
| All | +357.9% | +219.6% | +138.3% | +140.0% |
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