+364.8%
IGV vs CP
+259.0%
+105.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.2% |
| 7D | +2.5% | +0.9% | +1.6% | +2.0% |
| 30D | -8.6% | +10.3% | -18.9% | -12.7% |
| 3M | -1.6% | +2.3% | -3.9% | -2.8% |
| 6M | +13.4% | +10.7% | +2.7% | +7.5% |
| YTD | -4.0% | +29.3% | -33.3% | -16.6% |
| 1Y | -7.6% | +31.5% | -39.1% | -20.5% |
| 3Y | +39.3% | +36.7% | +2.6% | +14.9% |
| 5Y | +14.5% | +26.8% | -12.3% | -3.3% |
| All | +364.8% | +259.0% | +105.7% | +135.2% |
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