-3.0%
IGV vs CRCL
+31.3%
-34.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -2.9% | -11.2% | +8.3% | -1.8% |
| 30D | -1.5% | +27.1% | -28.6% | -3.9% |
| 3M | +11.7% | +9.6% | +2.0% | +9.9% |
| 6M | +18.4% | -19.7% | +38.1% | +18.4% |
| YTD | -3.9% | +14.2% | -18.2% | -7.8% |
| 1Y | -9.7% | -32.2% | +22.6% | -11.6% |
| All | -3.0% | +31.3% | -34.3% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling