+363.6%
IGV vs CSGP
+65.8%
+297.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -1.5% |
| 7D | +2.3% | +1.3% | +1.0% | +1.7% |
| 30D | -6.0% | +2.8% | -8.8% | -8.8% |
| 3M | -4.8% | -6.3% | +1.5% | -4.3% |
| 6M | +14.2% | -3.2% | +17.4% | +11.9% |
| YTD | -4.2% | -54.0% | +49.7% | +30.5% |
| 1Y | -5.3% | -54.8% | +49.6% | +30.1% |
| 3Y | +38.8% | -60.6% | +99.4% | +94.5% |
| 5Y | +14.2% | -62.6% | +76.8% | +59.5% |
| All | +363.6% | +65.8% | +297.8% | +220.9% |
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