+916.1%
IGV vs CSGP
+1,221.6%
-305.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.8% |
| 7D | -8.3% | +13.9% | -22.2% | -13.0% |
| 30D | -10.9% | +16.0% | -26.9% | -17.2% |
| 3M | -2.3% | +6.1% | -8.4% | -6.4% |
| 6M | +12.2% | -8.2% | +20.4% | +12.6% |
| YTD | -6.3% | -52.3% | +46.0% | +19.4% |
| 1Y | -11.4% | -54.5% | +43.1% | +14.8% |
| 3Y | +41.5% | -58.6% | +100.1% | +84.7% |
| 5Y | +12.8% | -61.5% | +74.3% | +49.1% |
| 10Y | +354.7% | +74.7% | +280.0% | +241.3% |
| All | +916.1% | +1,221.6% | -305.5% | +216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling