+15.7%
IGV vs CSGP
-63.3%
+79.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | 0.0% |
| 7D | -2.3% | -3.2% | +0.9% | -1.2% |
| 30D | -11.0% | +2.2% | -13.2% | -13.2% |
| 3M | -4.5% | -3.7% | -0.8% | -5.2% |
| 6M | +10.1% | -7.4% | +17.5% | +10.2% |
| YTD | -5.1% | -54.9% | +49.8% | +27.7% |
| 1Y | -10.2% | -54.9% | +44.7% | +20.4% |
| 3Y | +37.7% | -61.9% | +99.7% | +90.5% |
| 5Y | +15.7% | -63.1% | +78.8% | +64.1% |
| All | +15.7% | -63.3% | +79.0% | +64.1% |
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 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