+586.5%
IGV vs CNH
+42.8%
+543.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.4% |
| 7D | -1.3% | +6.7% | -7.9% | -2.9% |
| 30D | -8.1% | +7.2% | -15.3% | -9.9% |
| 3M | -1.6% | +17.5% | -19.1% | -6.6% |
| 6M | +12.7% | +15.0% | -2.2% | +6.7% |
| YTD | -3.3% | +36.8% | -40.0% | -14.0% |
| 1Y | -7.9% | +27.6% | -35.5% | -16.7% |
| 3Y | +40.3% | +34.3% | +6.0% | +22.0% |
| 5Y | +17.3% | -12.2% | +29.5% | +12.6% |
| 10Y | +362.3% | +113.9% | +248.4% | +228.6% |
| All | +586.5% | +42.8% | +543.6% | +407.6% |
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