+23.1%
IGV vs CHTR
-81.7%
+104.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.4% |
| 7D | -2.9% | -4.1% | +1.2% | -2.2% |
| 30D | -1.5% | -3.0% | +1.4% | -1.4% |
| 3M | +11.7% | +4.8% | +6.9% | +9.6% |
| 6M | +18.4% | -35.0% | +53.5% | +26.2% |
| YTD | -3.9% | -30.2% | +26.2% | +0.3% |
| 1Y | -9.7% | -44.8% | +35.1% | -0.3% |
| 3Y | +38.4% | -66.6% | +105.0% | +70.2% |
| All | +23.1% | -81.7% | +104.8% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling