+356.3%
IGV vs CRS
+1,409.1%
-1,052.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -5.4% | -4.1% | -1.3% | -4.6% |
| 30D | -2.6% | -16.6% | +14.0% | +1.0% |
| 3M | +10.5% | -14.3% | +24.8% | +13.5% |
| 6M | +18.2% | +11.6% | +6.6% | +13.9% |
| YTD | -4.2% | +42.6% | -46.8% | -12.9% |
| 1Y | -9.8% | +81.8% | -91.6% | -22.9% |
| 3Y | +39.1% | +632.1% | -592.9% | -13.5% |
| 5Y | +21.2% | +1,401.6% | -1,380.4% | -36.8% |
| All | +356.3% | +1,409.1% | -1,052.8% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling