+363.6%
IGV vs CHD
+196.1%
+167.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +2.3% | +3.6% | -1.3% | +1.6% |
| 30D | -6.0% | +10.4% | -16.4% | -7.9% |
| 3M | -4.8% | +12.2% | -17.0% | -7.1% |
| 6M | +14.2% | +19.9% | -5.7% | +9.8% |
| YTD | -4.2% | +36.4% | -40.7% | -11.2% |
| 1Y | -5.3% | +35.1% | -40.4% | -12.1% |
| 3Y | +38.8% | +29.2% | +9.6% | +27.5% |
| 5Y | +14.2% | +33.4% | -19.2% | +1.6% |
| All | +363.6% | +196.1% | +167.5% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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