+38.8%
IGV vs CSGP
-60.9%
+99.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -1.0% |
| 7D | +2.3% | +1.3% | +1.0% | +2.0% |
| 30D | -6.0% | +2.8% | -8.8% | -7.7% |
| 3M | -4.8% | -6.3% | +1.5% | -4.2% |
| 6M | +14.2% | -3.2% | +17.4% | +13.1% |
| YTD | -4.2% | -54.0% | +49.7% | +16.6% |
| 1Y | -5.3% | -54.8% | +49.6% | +15.9% |
| 3Y | +38.8% | -60.6% | +99.4% | +71.1% |
| All | +38.8% | -60.9% | +99.7% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling