+23.1%
IGV vs CRS
+1,363.4%
-1,340.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -2.9% | -6.8% | +3.8% | -1.4% |
| 30D | -1.5% | -16.1% | +14.6% | +2.3% |
| 3M | +11.7% | -21.2% | +32.9% | +17.1% |
| 6M | +18.4% | +8.7% | +9.7% | +14.3% |
| YTD | -3.9% | +41.0% | -44.9% | -13.6% |
| 1Y | -9.7% | +82.7% | -92.3% | -24.9% |
| 3Y | +38.4% | +604.8% | -566.3% | -20.5% |
| All | +23.1% | +1,363.4% | -1,340.3% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling