-7.9%
IGV vs CRL
+101.9%
-109.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | -1.3% | +5.0% | -6.3% | -2.2% |
| 30D | -8.1% | +13.5% | -21.7% | -10.5% |
| 3M | -1.6% | +21.5% | -23.1% | -5.5% |
| 6M | +12.7% | +103.4% | -90.7% | -4.4% |
| YTD | -3.3% | +71.8% | -75.0% | -13.2% |
| 1Y | -7.9% | +97.5% | -105.4% | -20.0% |
| All | -7.9% | +101.9% | -109.8% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling