+14.8%
IGV vs CAH
+505.3%
-490.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | +2.3% | +3.5% | -1.1% | +2.0% |
| 30D | -6.0% | +13.5% | -19.5% | -7.4% |
| 3M | -4.8% | +21.8% | -26.6% | -7.1% |
| 6M | +14.2% | +51.5% | -37.3% | +8.0% |
| YTD | -4.2% | +38.1% | -42.3% | -8.7% |
| 1Y | -5.3% | +37.7% | -43.0% | -9.7% |
| 3Y | +38.8% | +179.6% | -140.8% | +11.8% |
| All | +14.8% | +505.3% | -490.5% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling