-5.3%
IGV vs CPB
-22.0%
+16.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -0.3% |
| 7D | +2.3% | -1.6% | +3.9% | +2.3% |
| 30D | -6.0% | +19.2% | -25.2% | -6.4% |
| 3M | -4.8% | -0.9% | -3.8% | -4.5% |
| 6M | +14.2% | +15.2% | -1.0% | +14.4% |
| YTD | -4.2% | -13.1% | +8.8% | -4.7% |
| 1Y | -5.3% | -22.4% | +17.2% | -6.9% |
| All | -5.3% | -22.0% | +16.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling