+949.2%
IGV vs CRL
+910.9%
+38.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | -1.3% | +5.0% | -6.3% | -3.0% |
| 30D | -8.1% | +13.5% | -21.7% | -12.5% |
| 3M | -1.6% | +21.5% | -23.1% | -8.9% |
| 6M | +12.7% | +103.4% | -90.7% | -13.8% |
| YTD | -3.3% | +71.8% | -75.0% | -22.4% |
| 1Y | -7.9% | +97.5% | -105.4% | -29.8% |
| 3Y | +40.3% | +99.2% | -58.9% | -1.3% |
| 5Y | +17.3% | -12.1% | +29.5% | +8.9% |
| 10Y | +362.3% | +359.2% | +3.1% | +132.5% |
| All | +949.2% | +910.9% | +38.3% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling