+356.3%
IGV vs CAH
+297.3%
+59.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.3% |
| 7D | -5.4% | -5.1% | -0.3% | -4.3% |
| 30D | -2.6% | -1.8% | -0.9% | -2.3% |
| 3M | +10.5% | +9.4% | +1.2% | +8.2% |
| 6M | +18.2% | +9.2% | +8.9% | +15.4% |
| YTD | -4.2% | +15.7% | -19.9% | -8.1% |
| 1Y | -9.8% | +59.7% | -69.6% | -20.4% |
| 3Y | +39.1% | +178.5% | -139.3% | +5.9% |
| 5Y | +21.2% | +398.3% | -377.1% | -21.7% |
| All | +356.3% | +297.3% | +59.0% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling