+973.2%
IGV vs CPB
+64.0%
+909.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.4% |
| 7D | -4.5% | -8.6% | +4.1% | -2.5% |
| 30D | +3.2% | -7.2% | +10.5% | +5.0% |
| 3M | +4.5% | +0.9% | +3.6% | +3.8% |
| 6M | +22.1% | -11.8% | +33.9% | +25.1% |
| YTD | -1.0% | -19.4% | +18.4% | +3.4% |
| 1Y | -2.1% | -30.4% | +28.3% | +5.9% |
| 3Y | +44.6% | -40.2% | +84.7% | +58.4% |
| 5Y | +22.2% | -39.5% | +61.7% | +30.1% |
| 10Y | +364.7% | -47.4% | +412.1% | +395.0% |
| All | +973.2% | +64.0% | +909.2% | +553.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling