+22.0%
IGV vs CNP
+76.4%
-54.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.0% |
| 7D | -3.3% | +1.6% | -5.0% | -3.6% |
| 30D | 0.0% | -0.8% | +0.8% | +0.1% |
| 3M | +7.3% | -3.6% | +10.9% | +7.9% |
| 6M | +16.7% | -6.9% | +23.7% | +18.0% |
| YTD | -2.8% | +6.4% | -9.3% | -5.5% |
| 1Y | -6.7% | +9.9% | -16.6% | -10.2% |
| 3Y | +41.1% | +53.1% | -12.0% | +20.4% |
| 5Y | +22.0% | +72.0% | -50.0% | +2.1% |
| All | +22.0% | +76.4% | -54.4% | +2.1% |
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