-3.3%
IGV vs CRCL
+30.9%
-34.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -5.4% | -12.5% | +7.1% | -4.1% |
| 30D | -2.6% | +26.9% | -29.5% | -5.0% |
| 3M | +10.5% | +14.4% | -3.9% | +8.3% |
| 6M | +18.2% | -23.5% | +41.7% | +18.6% |
| YTD | -4.2% | +13.9% | -18.1% | -8.0% |
| 1Y | -9.8% | -20.6% | +10.7% | -12.0% |
| All | -3.3% | +30.9% | -34.2% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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