+1,000.7%
IGV vs CHTR
+282.5%
+718.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.3% | +1.4% |
| 7D | -1.5% | -15.8% | +14.2% | +3.1% |
| 30D | -3.0% | -12.7% | +9.6% | 0.0% |
| 3M | +9.6% | -1.1% | +10.7% | +8.5% |
| 6M | +16.1% | -39.9% | +56.0% | +29.5% |
| YTD | -3.6% | -35.9% | +32.2% | +4.8% |
| 1Y | -7.8% | -49.2% | +41.3% | +7.2% |
| 3Y | +40.0% | -68.3% | +108.3% | +80.8% |
| 5Y | +21.2% | -83.0% | +104.2% | +89.3% |
| 10Y | +364.4% | -49.3% | +413.7% | +394.4% |
| All | +1,000.7% | +282.5% | +718.1% | +456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling