+11.2%
IGV vs CNH
-14.7%
+25.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.7% |
| 7D | -5.2% | -1.7% | -3.5% | -4.9% |
| 30D | -10.0% | -7.2% | -2.8% | -8.7% |
| 3M | -0.5% | +6.5% | -7.1% | -2.9% |
| 6M | +12.6% | +7.9% | +4.7% | +8.8% |
| YTD | -6.4% | +26.6% | -33.0% | -15.3% |
| 1Y | -9.5% | +13.8% | -23.3% | -15.5% |
| 3Y | +41.7% | +9.2% | +32.5% | +29.4% |
| All | +11.2% | -14.7% | +25.8% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling