+938.6%
IGV vs CRH
+965.8%
-27.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -5.4% | -4.8% | -0.6% | -3.9% |
| 30D | -2.6% | -13.1% | +10.5% | +1.7% |
| 3M | +10.5% | -12.0% | +22.5% | +14.6% |
| 6M | +18.2% | -16.9% | +35.1% | +23.8% |
| YTD | -4.2% | -29.0% | +24.7% | +5.2% |
| 1Y | -9.8% | -20.3% | +10.5% | -4.8% |
| 3Y | +39.1% | +69.2% | -30.1% | +14.4% |
| 5Y | +21.2% | +94.6% | -73.4% | -5.5% |
| 10Y | +361.5% | +250.3% | +111.2% | +191.5% |
| All | +938.6% | +965.8% | -27.2% | +340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling