+973.2%
IGV vs CAH
+674.9%
+298.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.0% |
| 7D | -4.5% | +5.4% | -9.9% | -6.1% |
| 30D | +3.2% | +3.3% | -0.1% | +2.0% |
| 3M | +4.5% | +22.8% | -18.3% | -2.6% |
| 6M | +22.1% | +11.3% | +10.8% | +17.0% |
| YTD | -1.0% | +21.1% | -22.2% | -8.4% |
| 1Y | -2.1% | +67.2% | -69.3% | -19.5% |
| 3Y | +44.6% | +195.6% | -151.1% | -3.8% |
| 5Y | +22.2% | +413.8% | -391.7% | -34.4% |
| 10Y | +364.7% | +309.6% | +55.2% | +147.9% |
| All | +973.2% | +674.9% | +298.3% | +275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling