+973.2%
IGV vs CP
+3,334.8%
-2,361.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.4% |
| 7D | -4.5% | -2.7% | -1.8% | -3.4% |
| 30D | +3.2% | +0.2% | +3.1% | +3.1% |
| 3M | +4.5% | +2.6% | +2.0% | +3.1% |
| 6M | +22.1% | +6.0% | +16.1% | +18.0% |
| YTD | -1.0% | +24.9% | -26.0% | -11.5% |
| 1Y | -2.1% | +20.1% | -22.2% | -11.1% |
| 3Y | +44.6% | +16.4% | +28.2% | +31.1% |
| 5Y | +22.2% | +31.7% | -9.6% | +3.8% |
| 10Y | +364.7% | +223.9% | +140.9% | +159.8% |
| All | +973.2% | +3,334.8% | -2,361.7% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling