-5.3%
IGV vs CRL
+99.6%
-104.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -6.0% | +11.9% | -17.9% | -8.1% |
| 3M | -4.8% | +20.2% | -24.9% | -8.3% |
| 6M | +14.2% | +107.5% | -93.3% | -3.6% |
| YTD | -4.2% | +69.4% | -73.7% | -13.5% |
| 1Y | -5.3% | +99.7% | -105.0% | -17.0% |
| All | -5.3% | +99.6% | -104.9% | -17.0% |
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