+953.6%
IGV vs CRS
+4,877.4%
-3,923.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.9% |
| 7D | -3.3% | -3.1% | -0.2% | -2.5% |
| 30D | 0.0% | -19.6% | +19.6% | +5.8% |
| 3M | +7.3% | -8.1% | +15.4% | +8.9% |
| 6M | +16.7% | +18.6% | -1.8% | +9.5% |
| YTD | -2.8% | +45.9% | -48.7% | -14.4% |
| 1Y | -6.7% | +82.5% | -89.1% | -23.6% |
| 3Y | +41.1% | +648.9% | -607.8% | -24.2% |
| 5Y | +22.0% | +1,438.1% | -1,416.1% | -48.6% |
| 10Y | +357.9% | +1,327.0% | -969.1% | +65.7% |
| All | +953.6% | +4,877.4% | -3,923.8% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling