+929.7%
IGV vs CRL
+920.1%
+9.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | -2.3% | -1.7% | -0.5% | -2.0% |
| 30D | -11.0% | +14.6% | -25.5% | -15.4% |
| 3M | -4.5% | +24.8% | -29.3% | -12.3% |
| 6M | +10.1% | +94.7% | -84.6% | -14.5% |
| YTD | -5.1% | +73.4% | -78.4% | -24.0% |
| 1Y | -10.2% | +104.7% | -114.9% | -32.4% |
| 3Y | +37.7% | +101.1% | -63.3% | -3.5% |
| 5Y | +15.7% | -10.8% | +26.5% | +6.8% |
| 10Y | +357.1% | +358.8% | -1.7% | +129.9% |
| All | +929.7% | +920.1% | +9.6% | +249.5% |
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