+356.3%
IGV vs CNP
+137.1%
+219.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -5.4% | -2.2% | -3.2% | -4.8% |
| 30D | -2.6% | -2.1% | -0.6% | -2.1% |
| 3M | +10.5% | -7.9% | +18.4% | +12.9% |
| 6M | +18.2% | -8.3% | +26.5% | +20.4% |
| YTD | -4.2% | +3.8% | -8.0% | -6.3% |
| 1Y | -9.8% | +5.9% | -15.7% | -12.5% |
| 3Y | +39.1% | +49.3% | -10.2% | +19.1% |
| 5Y | +21.2% | +69.3% | -48.1% | -1.0% |
| All | +356.3% | +137.1% | +219.2% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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