+973.2%
IGV vs CRL
+751.0%
+222.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.7% |
| 7D | -4.5% | -1.0% | -3.5% | -4.2% |
| 30D | +3.2% | +10.7% | -7.4% | -0.4% |
| 3M | +4.5% | +55.3% | -50.8% | -11.1% |
| 6M | +22.1% | +60.7% | -38.5% | +1.4% |
| YTD | -1.0% | +44.6% | -45.7% | -15.1% |
| 1Y | -2.1% | +77.7% | -79.9% | -22.6% |
| 3Y | +44.6% | +37.6% | +6.9% | +16.8% |
| 5Y | +22.2% | -35.8% | +58.0% | +27.3% |
| 10Y | +364.7% | +241.7% | +123.0% | +159.5% |
| All | +973.2% | +751.0% | +222.1% | +290.8% |
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 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