+42.8%
IGV vs CPB
-35.0%
+77.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.6% |
| 7D | -0.4% | +3.3% | -3.7% | -0.3% |
| 30D | -9.9% | +19.0% | -28.9% | -9.2% |
| 3M | -1.2% | +0.4% | -1.6% | -1.0% |
| 6M | +11.3% | +13.0% | -1.6% | +12.4% |
| YTD | -4.0% | -12.7% | +8.7% | -5.0% |
| 1Y | -7.3% | -20.9% | +13.6% | -9.1% |
| 3Y | +42.8% | -35.4% | +78.2% | +38.0% |
| All | +42.8% | -35.0% | +77.8% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling