+602.2%
IGV vs CNH
+64.7%
+537.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.3% | -3.2% |
| 7D | -4.5% | +23.3% | -27.8% | -9.6% |
| 30D | +3.2% | +33.5% | -30.2% | -4.6% |
| 3M | +4.5% | +32.7% | -28.2% | -3.6% |
| 6M | +22.1% | +22.2% | -0.1% | +13.8% |
| YTD | -1.0% | +57.7% | -58.7% | -14.6% |
| 1Y | -2.1% | +28.0% | -30.1% | -10.7% |
| 3Y | +44.6% | +11.5% | +33.0% | +33.6% |
| 5Y | +22.2% | +11.9% | +10.3% | +10.6% |
| 10Y | +364.7% | +162.8% | +201.9% | +215.6% |
| All | +602.2% | +64.7% | +537.5% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling