+23.5%
IGV vs CSGP
-64.7%
+88.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.2% |
| 7D | -4.5% | -4.1% | -0.4% | -2.8% |
| 30D | +3.2% | +2.3% | +0.9% | +1.8% |
| 3M | +4.5% | -8.2% | +12.7% | +7.1% |
| 6M | +22.1% | -35.1% | +57.2% | +44.5% |
| YTD | -1.0% | -54.0% | +53.0% | +34.2% |
| 1Y | -2.1% | -65.3% | +63.2% | +50.1% |
| 3Y | +44.6% | -62.6% | +107.1% | +105.3% |
| All | +23.5% | -64.7% | +88.2% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling