-10.2%
IGV vs CSGP
-55.1%
+44.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.5% |
| 7D | -2.3% | -3.2% | +0.9% | -1.7% |
| 30D | -11.0% | +2.2% | -13.2% | -12.3% |
| 3M | -4.5% | -3.7% | -0.8% | -4.7% |
| 6M | +10.1% | -7.4% | +17.5% | +10.3% |
| YTD | -5.1% | -54.9% | +49.8% | +11.3% |
| 1Y | -10.2% | -54.9% | +44.7% | +5.3% |
| All | -10.2% | -55.1% | +44.9% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling