+343.0%
IGV vs CSGP
+63.3%
+279.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.5% | +1.9% |
| 7D | -5.2% | +1.3% | -6.4% | -5.9% |
| 30D | -10.0% | +10.7% | -20.7% | -15.8% |
| 3M | -0.5% | +3.3% | -3.8% | -4.6% |
| 6M | +12.6% | -10.3% | +22.9% | +14.1% |
| YTD | -6.4% | -54.6% | +48.1% | +28.2% |
| 1Y | -9.5% | -54.6% | +45.1% | +23.8% |
| 3Y | +41.7% | -60.3% | +102.0% | +97.6% |
| 5Y | +12.7% | -63.3% | +76.0% | +58.6% |
| All | +343.0% | +63.3% | +279.7% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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