-7.5%
IGV vs CNC
+122.0%
-129.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.6% | -11.8% | +0.1% |
| 7D | -7.5% | +13.4% | -20.8% | -8.2% |
| 30D | -5.6% | +18.2% | -23.8% | -6.7% |
| 3M | +1.5% | +18.6% | -17.1% | +0.5% |
| 6M | +17.1% | +41.9% | -24.8% | +15.3% |
| YTD | -2.0% | +84.7% | -86.7% | -4.3% |
| 1Y | -7.5% | +110.5% | -118.0% | -9.5% |
| All | -7.5% | +122.0% | -129.5% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling