+13.7%
IGV vs CNP
+74.6%
-60.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -0.4% | -4.3% | +3.9% | +0.4% |
| 30D | -9.9% | +5.7% | -15.7% | -11.0% |
| 3M | -1.2% | +0.9% | -2.1% | -1.5% |
| 6M | +11.3% | -1.1% | +12.4% | +11.0% |
| YTD | -4.0% | +8.3% | -12.2% | -7.1% |
| 1Y | -7.3% | +5.9% | -13.2% | -9.8% |
| 3Y | +42.8% | +64.6% | -21.9% | +17.3% |
| 5Y | +13.7% | +74.6% | -60.9% | -8.1% |
| All | +13.7% | +74.6% | -60.9% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling