+22.8%
IGV vs CNC
+9.0%
+13.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -5.4% | -3.9% | -1.5% | -5.1% |
| 30D | -2.6% | +0.8% | -3.4% | -2.7% |
| 3M | +10.5% | +0.1% | +10.4% | +10.4% |
| 6M | +18.2% | +79.7% | -61.5% | +13.3% |
| YTD | -4.2% | +58.9% | -63.2% | -7.6% |
| 1Y | -9.8% | +109.1% | -119.0% | -15.0% |
| 3Y | +39.1% | 0.0% | +39.1% | +36.9% |
| All | +22.8% | +9.0% | +13.7% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling