+38.4%
IGV vs CRH
+70.5%
-32.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | -2.9% | -6.1% | +3.1% | -0.8% |
| 30D | -1.5% | -9.3% | +7.8% | +1.7% |
| 3M | +11.7% | -15.2% | +26.9% | +17.7% |
| 6M | +18.4% | -14.2% | +32.6% | +22.5% |
| YTD | -3.9% | -28.3% | +24.3% | +6.9% |
| 1Y | -9.7% | -21.8% | +12.1% | -3.7% |
| 3Y | +38.4% | +71.6% | -33.2% | +7.6% |
| All | +38.4% | +70.5% | -32.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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