+38.0%
IGV vs CHTR
-66.9%
+104.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.2% |
| 7D | -5.4% | -7.1% | +1.8% | -4.6% |
| 30D | -2.6% | -10.9% | +8.2% | -1.5% |
| 3M | +10.5% | +2.0% | +8.5% | +9.6% |
| 6M | +18.2% | -35.9% | +54.1% | +22.9% |
| YTD | -4.2% | -32.7% | +28.4% | -1.3% |
| 1Y | -9.8% | -46.6% | +36.7% | -3.5% |
| All | +38.0% | -66.9% | +104.9% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 3y: compounded portfolio wealth divided by compounded CHTR 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…
3y analysis · Full analysis span regression · 6 months rolling