+364.4%
IGV vs CRL
+244.4%
+120.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.5% |
| 7D | -1.5% | -4.6% | +3.1% | +0.2% |
| 30D | -3.0% | +0.5% | -3.5% | -3.3% |
| 3M | +9.6% | +46.6% | -37.0% | -5.8% |
| 6M | +16.1% | +57.3% | -41.1% | -4.1% |
| YTD | -3.6% | +39.5% | -43.2% | -17.0% |
| 1Y | -7.8% | +76.9% | -84.7% | -28.3% |
| 3Y | +40.0% | +39.4% | +0.6% | +10.2% |
| 5Y | +21.2% | -37.2% | +58.4% | +35.6% |
| 10Y | +364.4% | +253.4% | +111.0% | +130.7% |
| All | +364.4% | +244.4% | +120.0% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling