+1,069.5%
IGV vs CNC
+5,287.0%
-4,217.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.5% | -4.9% | +3.3% | -0.6% |
| 30D | -3.0% | -3.8% | +0.7% | -2.4% |
| 3M | +9.6% | -3.2% | +12.8% | +9.9% |
| 6M | +16.1% | +47.9% | -31.8% | +6.9% |
| YTD | -3.6% | +55.7% | -59.3% | -12.5% |
| 1Y | -7.8% | +106.2% | -114.1% | -21.3% |
| 3Y | +40.0% | -2.1% | +42.0% | +31.5% |
| 5Y | +21.2% | +3.4% | +17.8% | +11.0% |
| 10Y | +364.4% | +91.7% | +272.8% | +262.5% |
| All | +1,069.5% | +5,287.0% | -4,217.4% | +384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling