+38.8%
IGV vs CP
+36.4%
+2.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.3% | +2.1% | +0.2% | +1.8% |
| 30D | -6.0% | +9.3% | -15.3% | -8.2% |
| 3M | -4.8% | +0.5% | -5.3% | -5.0% |
| 6M | +14.2% | +10.4% | +3.8% | +10.9% |
| YTD | -4.2% | +28.7% | -32.9% | -12.4% |
| 1Y | -5.3% | +33.2% | -38.5% | -14.6% |
| 3Y | +38.8% | +38.4% | +0.3% | +23.5% |
| All | +38.8% | +36.4% | +2.4% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling