+914.8%
IGV vs CP
+3,363.7%
-2,449.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | -5.2% | +2.8% | -8.0% | -6.3% |
| 30D | -10.0% | +10.2% | -20.2% | -13.8% |
| 3M | -0.5% | +2.4% | -2.9% | -1.8% |
| 6M | +12.6% | +7.7% | +4.9% | +8.4% |
| YTD | -6.4% | +26.0% | -32.4% | -16.8% |
| 1Y | -9.5% | +34.6% | -44.2% | -21.9% |
| 3Y | +41.7% | +26.7% | +15.0% | +23.6% |
| 5Y | +12.7% | +24.9% | -12.2% | -2.1% |
| 10Y | +354.1% | +258.6% | +95.5% | +143.1% |
| All | +914.8% | +3,363.7% | -2,449.0% | +49.9% |
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