+356.3%
IGV vs CHD
+125.6%
+230.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -5.4% | -4.7% | -0.7% | -4.4% |
| 30D | -2.6% | -8.3% | +5.7% | -0.9% |
| 3M | +10.5% | -4.0% | +14.6% | +11.4% |
| 6M | +18.2% | -6.5% | +24.7% | +19.5% |
| YTD | -4.2% | +13.1% | -17.3% | -7.6% |
| 1Y | -9.8% | +2.3% | -12.1% | -11.1% |
| 3Y | +39.1% | +1.8% | +37.3% | +34.9% |
| 5Y | +21.2% | +20.6% | +0.6% | +9.0% |
| All | +356.3% | +125.6% | +230.7% | +246.2% |
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