-5.4%
IGV vs CHYM
-24.0%
+18.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.4% |
| 7D | -5.4% | -2.9% | -2.5% | -4.9% |
| 30D | -2.6% | +3.0% | -5.6% | -3.3% |
| 3M | +10.5% | +98.7% | -88.2% | -5.3% |
| 6M | +18.2% | +46.4% | -28.3% | +6.8% |
| YTD | -4.2% | +29.8% | -34.0% | -12.4% |
| 1Y | -9.8% | +40.5% | -50.3% | -18.8% |
| All | -5.4% | -24.0% | +18.6% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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