+368.2%
IGV vs CNH
+151.6%
+216.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.7% | -0.4% |
| 7D | -3.3% | +8.8% | -12.1% | -5.6% |
| 30D | 0.0% | +24.7% | -24.7% | -6.2% |
| 3M | +7.3% | +27.3% | -20.0% | -0.3% |
| 6M | +16.7% | +23.2% | -6.4% | +8.2% |
| YTD | -2.8% | +48.9% | -51.8% | -15.5% |
| 1Y | -6.7% | +19.4% | -26.1% | -13.5% |
| 3Y | +41.1% | +7.8% | +33.4% | +31.2% |
| 5Y | +22.0% | +8.7% | +13.3% | +10.6% |
| All | +368.2% | +151.6% | +216.6% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling