+22.0%
IGV vs CPB
-38.5%
+60.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.8% |
| 7D | -3.3% | -8.2% | +4.9% | -3.6% |
| 30D | 0.0% | -5.6% | +5.6% | -0.2% |
| 3M | +7.3% | +3.0% | +4.4% | +7.6% |
| 6M | +16.7% | -12.7% | +29.4% | +15.9% |
| YTD | -2.8% | -18.0% | +15.1% | -3.7% |
| 1Y | -6.7% | -31.7% | +25.1% | -8.4% |
| 3Y | +41.1% | -41.0% | +82.1% | +36.7% |
| 5Y | +22.0% | -38.4% | +60.4% | +21.5% |
| All | +22.0% | -38.5% | +60.5% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling