+42.8%
IGV vs CNP
+63.4%
-20.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | -0.4% | -4.3% | +3.9% | -0.7% |
| 30D | -9.9% | +5.7% | -15.7% | -9.7% |
| 3M | -1.2% | +0.9% | -2.1% | -1.1% |
| 6M | +11.3% | -1.1% | +12.4% | +11.2% |
| YTD | -4.0% | +8.3% | -12.2% | -5.0% |
| 1Y | -7.3% | +5.9% | -13.2% | -8.1% |
| 3Y | +42.8% | +64.6% | -21.9% | +32.2% |
| All | +42.8% | +63.4% | -20.7% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling