+364.8%
IGV vs CSGP
+61.2%
+303.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +2.5% | -6.1% | +8.5% | +5.2% |
| 30D | -8.6% | +0.3% | -8.9% | -10.4% |
| 3M | -1.6% | -1.3% | -0.3% | -3.6% |
| 6M | +13.4% | -8.9% | +22.4% | +14.2% |
| YTD | -4.0% | -55.2% | +51.2% | +32.5% |
| 1Y | -7.6% | -56.4% | +48.8% | +28.9% |
| 3Y | +39.3% | -62.2% | +101.5% | +99.2% |
| 5Y | +14.5% | -63.7% | +78.2% | +61.9% |
| All | +364.8% | +61.2% | +303.6% | +225.8% |
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