+363.6%
IGV vs CRL
+350.3%
+13.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -6.0% | +11.9% | -17.9% | -10.3% |
| 3M | -4.8% | +20.2% | -24.9% | -11.8% |
| 6M | +14.2% | +107.5% | -93.3% | -14.9% |
| YTD | -4.2% | +69.4% | -73.7% | -23.9% |
| 1Y | -5.3% | +99.7% | -105.0% | -29.5% |
| 3Y | +38.8% | +98.8% | -60.0% | -6.3% |
| 5Y | +14.2% | -12.4% | +26.6% | +11.1% |
| All | +363.6% | +350.3% | +13.3% | +110.8% |
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